An Information Geometry Problem in Mathematical Finance (Q2807544)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Information Geometry Problem in Mathematical Finance |
scientific article |
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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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