Minimal relative entropy for equivalent martingale measures by low-discrepancy sequence in Lévy process (Q5086497)
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scientific article; zbMATH DE number 7553645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimal relative entropy for equivalent martingale measures by low-discrepancy sequence in Lévy process |
scientific article; zbMATH DE number 7553645 |
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Minimal relative entropy for equivalent martingale measures by low-discrepancy sequence in Lévy process (English)
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5 July 2022
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relative entropy
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minimal-entropy martingale measure
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low-discrepancy sequence
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exponential Lévy process
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