Some divergence properties of asset price models
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Publication:1613108
DOI10.3390/e3050300zbMath1015.91031OpenAlexW2001548860MaRDI QIDQ1613108
Publication date: 10 September 2002
Published in: Entropy (Search for Journal in Brave)
Full work available at URL: http://www.mdpi.org/entropy/list01.htm
relative entropyequivalent martingale measureoption pricingstatistical information\(I_a\)-divergenceBlack-Scholes-Merton
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