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  • Search: subject:"κ-exponential"
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κ-exponential 3 asset pricing 2 incomplete markets 2 q-optimal martingale measure 2 relative entropy 2 relative κ-entropy 2 CAPM 1 Entropie 1 Entropy 1 Incomplete market 1 KMS relation 1 Martingal 1 Martingale 1 Measurement 1 Messung 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1 Unvollkommener Markt 1 q-exponential 1
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Article 3
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Article in journal 1 Aufsatz in Zeitschrift 1
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Undetermined 2 English 1
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Biró, T.S. 1 Shen, K.M. 1 TRIVELLATO, BARBARA 1 Trivellato, Barbara 1 Zhang, B.W. 1
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International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of theoretical and applied finance 1 Physica A: Statistical Mechanics and its Applications 1
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Non-extensive quantum statistics with particle–hole symmetry
Biró, T.S.; Shen, K.M.; Zhang, B.W. - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 410-415
Based on Tsallis entropy (1988) and the corresponding deformed exponential function, generalized distribution functions for bosons and fermions have been used since a while Teweldeberhan et al. (2003) and Silva et al. (2010). However, aiming at a non-extensive quantum statistics further...
Persistent link: https://www.econbiz.de/10011209666
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THE MINIMAL κ-ENTROPY MARTINGALE MEASURE
TRIVELLATO, BARBARA - In: International Journal of Theoretical and Applied … 15 (2012) 05, pp. 1250038-1
-entropy martingale measure. Moreover, we provide characterizations of its density as a κ-exponential function. We show that the minimal κ …
Persistent link: https://www.econbiz.de/10011011274
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The minimal k-entropy martingale measure
Trivellato, Barbara - In: International journal of theoretical and applied finance 15 (2012) 5, pp. 1-22
Persistent link: https://www.econbiz.de/10009672603
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