Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes (Q483702): Difference between revisions

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Latest revision as of 10:49, 9 July 2024

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Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes
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    Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes (English)
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    17 December 2014
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    Lévy process
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    time change
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    subordination
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    generalized relative entropy
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    martingale measures
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