Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365)
From MaRDI portal
scientific article; zbMATH DE number 7671154
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing Principle via Tsallis Relative Entropy in Incomplete Markets |
scientific article; zbMATH DE number 7671154 |
Statements
Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (English)
0 references
31 March 2023
0 references
Tsallis relative entropy
0 references
quadratic BSDE
0 references
pricing principle
0 references
0 references