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Pricing Principle via Tsallis Relative Entropy in Incomplete Markets
- Release time:2023-10-24
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DOI number:
10.1137/22M1471614Affiliation of Author(s):
数学学院Funded by:
国家自然科学基金项目First Author:
tiandejianIndexed by:
Journal paperDocument Code:
5b5bb2948a2c1b10018a3ac81379377cVolume:
卷: 14期: 1页: 250-278ISSN No.:
1945-497XTranslation or Not:
noDate of Publication:
2023-01-01