Lévy preservation and associated properties for \(f\)-divergence minimal equivalent martingale measures (Q2838141)
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scientific article; zbMATH DE number 6185261
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| English | Lévy preservation and associated properties for \(f\)-divergence minimal equivalent martingale measures |
scientific article; zbMATH DE number 6185261 |
Statements
Levy Preservation and Associated Properties for f -Divergence Minimal Equivalent Martingale Measures (English)
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8 July 2013
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\(f\)-divergence
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exponential Lévy models
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minimal martingale measures
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Lévy preservation property
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0.8294540047645569
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0.8026450872421265
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0.796932578086853
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0.7969116568565369
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0.7917956709861755
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