An information geometry problem in mathematical finance (Q2807544)
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scientific article; zbMATH DE number 6584790
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An information geometry problem in mathematical finance |
scientific article; zbMATH DE number 6584790 |
Statements
An Information Geometry Problem in Mathematical Finance (English)
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25 May 2016
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convex integral functional
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Bregman distance
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\(f\)-divergence
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\(I\)-divergence
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payoff function
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Pythagorean identity
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risk measure
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worst case density
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almost worst case densities
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0.7652263045310974
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0.7178480625152588
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0.7104447484016418
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0.7003835439682007
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0.6910537481307983
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