INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS (Q5483444)
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scientific article; zbMATH DE number 5045375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS |
scientific article; zbMATH DE number 5045375 |
Statements
INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS (English)
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14 August 2006
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entropy
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incomplete markets
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expected utility
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pricing measures
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model performance measure
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minimum relative entropy principal
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statistical learning
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