Convex pricing by a generalized entropy penalty (Q2426607): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 08:08, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convex pricing by a generalized entropy penalty |
scientific article |
Statements
Convex pricing by a generalized entropy penalty (English)
0 references
23 April 2008
0 references
hedging with vanishing risk
0 references
generalized entropy
0 references
quadratic BSDE
0 references