THE MINIMAL κ-ENTROPY MARTINGALE MEASURE (Q3166715): Difference between revisions

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+On the Existence of Minimax Martingale Measures
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+Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals
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+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
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+On \(q\)-optimal martingale measures in exponential Lévy models
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+\(\kappa \)-generalized statistics in personal income distribution
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+I-divergence geometry of probability distributions and minimization problems
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+Exponential Hedging and Entropic Penalties
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+The variance-optimal martingale measure for continuous processes
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+Introduction to a theory of value coherent with the no-arbitrage principle
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+Nash Equilibrium in a Game of Calibration
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+Minimax and minimal distance martingale measures and their relationship to portfolio optimization
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+The \(p\)-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure
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+Minimal \(f^q\)-Martingale measures for exponential Lévy processes
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+On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
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+Non-linear kinetics underlying generalized statistics
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+Maximum entropy principle and power-law tailed distributions
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+Q3803964
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+\(\kappa \)-exponential models from the geometrical viewpoint
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+A infinite-dimensional geometric structure on the space of all the probability measures equivalent to a given one
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+The \(K\)-deformed multinomial logit model
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+On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure
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+A Counterexample to Several Problems In the Theory of Asset Pricing
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+Possible generalization of Boltzmann-Gibbs statistics.
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