scientific article

zbMath1140.91013MaRDI QIDQ3376479

Wolfgang Stummer

Publication date: 23 March 2006

Full work available at URL: http://www.shaker.de/de/content/catalogue/index.asp?lang=de&ID=8&ISBN=978-3-8322-3186-6

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationsdiffusion processMarkov processEuropean contingent claimsarbitrage and contingent claim pricingexponential properties of diffusion processesstatistical information measuresuniform Novikov conditionsuniformly finite expectations

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to information and communication theory (94-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (5)

Robust Statistical Engineering by Means of Scaled Bregman Distances ⋮ On divergences of finite measures and their applicability in statistics and information theory ⋮ Some Universal Insights on Divergences for Statistics, Machine Learning and Artificial Intelligence ⋮ Unnamed Item ⋮ Optimal transport with some directed distances

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