A construction of equivalent martingale measures in a regime-switching model (Q3461111)
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scientific article; zbMATH DE number 6531720
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| English | A construction of equivalent martingale measures in a regime-switching model |
scientific article; zbMATH DE number 6531720 |
Statements
15 January 2016
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Tsallis entropy
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Markov switching
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equivalent martingale measure
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0.7578914165496826
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0.7523096203804016
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0.7393652200698853
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0.7369605302810669
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0.7293677926063538
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