The minimal weighted Kaniadakis entropy martingale measure for valuation problems in financial markets
Muhammad Sheraz, Vasile Preda & Silvia Dedu
| Year of publication: |
2016
|
|---|---|
| Authors: | Sheraz, Muhammad ; Preda, Vasile ; Dedu, Silvia |
| Published in: |
Economic dynamics and sustainable development ; Part 1. - Frankfurt am Main : Peter Lang$h, ISBN 978-3-631-78741-0. - 2016, p. 181-187
|
| Subject: | Valuation problems | measure selection | one period finite state market model | minimal entropy martingale measure | weighted Kaniadakis entropy | Entropie | Entropy | Martingal | Martingale | CAPM | Optionspreistheorie | Option pricing theory | Finanzmarkt | Financial market | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section ; Konferenzbeitrag ; Conference paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013161615