Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365)
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scientific article; zbMATH DE number 7671154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Principle via Tsallis Relative Entropy in Incomplete Markets |
scientific article; zbMATH DE number 7671154 |
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Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (English)
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31 March 2023
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Tsallis relative entropy
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quadratic BSDE
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pricing principle
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