The minimal symmetric \(\kappa \) entropy martingale measure and valuation problem of incomplete market (Q3131597)
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scientific article; zbMATH DE number 6831122
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| English | The minimal symmetric \(\kappa \) entropy martingale measure and valuation problem of incomplete market |
scientific article; zbMATH DE number 6831122 |
Statements
29 January 2018
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\(\kappa \) entropy martingale measure
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utility function
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incomplete market
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0.8654487133026123
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0.8433781862258911
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0.8369423151016235
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0.8366491794586182
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