Pages that link to "Item:Q3166715"
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The following pages link to THE MINIMAL κ-ENTROPY MARTINGALE MEASURE (Q3166715):
Displaying 13 items.
- Deformed exponentials and applications to finance (Q280540) (← links)
- Theoretical foundations and mathematical formalism of the power-law tailed statistical distributions (Q280659) (← links)
- Applications of entropy in finance: a review (Q280721) (← links)
- On the \(\kappa\)-deformed cyclic functions and the generalized Fourier series in the framework of the \(\kappa\)-algebra (Q296356) (← links)
- New classes of Lorenz curves by maximizing Tsallis entropy under mean and Gini equality and inequality constraints (Q1618688) (← links)
- Option pricing under deformed Gaussian distributions (Q1619162) (← links)
- Tsallis and Rényi divergences of generalized Jacobi polynomials (Q1619732) (← links)
- New measure selection for Hunt-Devolder semi-Markov regime switching interest rate models (Q1782903) (← links)
- On Tsallis and Kaniadakis divergences (Q2124661) (← links)
- Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling (Q2132786) (← links)
- \(\kappa\)-deformed Fourier transform (Q2145606) (← links)
- Thermodynamic geometry of Kaniadakis statistics (Q5870652) (← links)
- Some generalizations concerning inaccuracy measures (Q6171700) (← links)
