The role of Hellinger processes in mathematical finance

Entropy

Volumn 3, Issue 3, 2001, Pages 150-161

  Choulli, T ^a   Hurd, T R ^b  

^a UNIVERSITY OF ALBERTA   (Canada)

^b MCMASTER UNIVERSITY   (Canada)

Author keywords

Financial mathematics; Hellinger processes; Information theory; Levy processes; Optimal portfolios

Indexed keywords

ALGORITHMS; DYNAMIC PROGRAMMING; INFORMATION THEORY; MARKETING; OPTIMIZATION; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING; RISK ASSESSMENT; STATISTICAL METHODS;

FINANCIAL MATHEMATICS; HELLINGER PROCESSES; LEVY PROCESSES; OPTIMAL PORTFOLIOS;

FINANCE;

EID: 3242766813     PISSN: 10994300     EISSN: None     Source Type: Journal    
DOI: 10.3390/e3030150     Document Type: Article

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