Relative Entropy Criterion and CAPM-Like Pricing (Q4606785)
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scientific article; zbMATH DE number 6848607
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| default for all languages | No label defined |
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| English | Relative Entropy Criterion and CAPM-Like Pricing |
scientific article; zbMATH DE number 6848607 |
Statements
Relative Entropy Criterion and CAPM-Like Pricing (English)
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9 March 2018
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minimal relative entropy criterion
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equivalent martingale measure
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incomplete market
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CAPM
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0.86190885
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0.8606419
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0.8451738
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0.84496576
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0.8446131
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0.8439508
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0.8392956
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0.83850324
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