搜索结果: 1-1 共查到“货币银行学 exponential Levy models”相关记录1条 . 查询时间(0.062 秒)
Minimal $f$-divergence martingale measures and optimal portfolios for exponential Levy models with a change-point
f-divergence exponential Levy models
2010/10/19
We consider the exponential Levy models and we study the conditions under which f-minimal equivalent martingale measure preserves Levy property. Then we give a general formula for optimal strategy in...