Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619): Difference between revisions

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+https://doi.org/10.1016/j.spa.2008.07.002
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+W2053539352
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@@ Property / cites work @@
+On the Existence of Minimax Martingale Measures
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+MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS
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+MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE
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+Minimal Hellinger martingale measures of order \(q\)
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+Publication:1016619