Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling (Q2132786): Difference between revisions
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Revision as of 02:33, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling |
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Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling (English)
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28 April 2022
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entropy
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minimal entropy martingale
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interest rate models
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semi-Markov processes
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risk neutral density
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