A projection pricing model for non-Gaussian financial returns (Q2163715): Difference between revisions

@@ Property / DOI @@
-.1016/j.physa.2019.122181
@@ Property / DOI: 10.1016/j.physa.2019.122181 / rank @@
-Normal rank
@@ Property / author @@
-Charles Casimiro Cavalcante
@@ Property / author: Charles Casimiro Cavalcante / rank @@
-Normal rank
@@ Property / author @@
+Charles Casimiro Cavalcante
@@ Property / author: Charles Casimiro Cavalcante / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.physa.2019.122181
+Normal rank
@@ Property / OpenAlex ID @@
+W2968423376
@@ Property / OpenAlex ID: W2968423376 / rank @@
+Normal rank
@@ Property / cites work @@
+Possible generalization of Boltzmann-Gibbs statistics.
+Normal rank
@@ Property / cites work @@
+Introduction to Nonextensive Statistical Mechanics
+Normal rank
@@ Property / cites work @@
+Nonextensive statistical mechanics and economics
@@ Property / cites work: Nonextensive statistical mechanics and economics / rank @@
+Normal rank
@@ Property / cites work @@
+A theory of non‐Gaussian option pricing
@@ Property / cites work: A theory of non‐Gaussian option pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Deformed exponentials and applications to finance
@@ Property / cites work: Deformed exponentials and applications to finance / rank @@
+Normal rank
@@ Property / cites work @@
+Generalised Thermostatistics
@@ Property / cites work: Generalised Thermostatistics / rank @@
+Normal rank
@@ Property / cites work @@
+Q5699775
@@ Property / cites work: Q5699775 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalised exponential families and associated entropy functions
+Normal rank
@@ Property / cites work @@
+Central limit theorem and deformed exponentials
@@ Property / cites work: Central limit theorem and deformed exponentials / rank @@
+Normal rank
@@ Property / cites work @@
+Deformed exponentials and logarithms in generalized thermostatistics
+Normal rank
@@ Property / cites work @@
+The Exponential Family in Abstract Information Theory
+Normal rank
@@ Property / cites work @@
+A non-Gaussian option pricing model with skew
@@ Property / cites work: A non-Gaussian option pricing model with skew / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing under deformed Gaussian distributions
+Normal rank
@@ Property / cites work @@
+Mining Matrix Data with Bregman Matrix Divergences for Portfolio Selection
+Normal rank
@@ Property / cites work @@
+Information geometry and its applications
@@ Property / cites work: Information geometry and its applications / rank @@
+Normal rank
@@ Property / cites work @@
+Projection pricing
@@ Property / cites work: Projection pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Simplified mean-variance portfolio optimisation
@@ Property / cites work: Simplified mean-variance portfolio optimisation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+Geometry of \(q\)-exponential family of probability distributions
+Normal rank
@@ Property / cites work @@
+Information Geometry
@@ Property / cites work: Information Geometry / rank @@
+Normal rank
@@ Property / cites work @@
+Q4931757
@@ Property / cites work: Q4931757 / rank @@
+Normal rank
@@ Property / cites work @@
+Riemannian geometry and geometric analysis
@@ Property / cites work: Riemannian geometry and geometric analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q4902563
@@ Property / cites work: Q4902563 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.PHYSA.2019.122181
@@ Property / DOI: 10.1016/J.PHYSA.2019.122181 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2163715