Relative Entropy Criterion and CAPM-Like Pricing (Q4606785)
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scientific article; zbMATH DE number 6848607
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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