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"Pricing Principle via Tsallis Relative Entropy in Incomplete Markets."

Dejian Tian (2023)

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DOI: 10.1137/22M1471614

access: closed

type: Journal Article

metadata version: 2023-05-17

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Dejian Tian:
Pricing Principle via Tsallis Relative Entropy in Incomplete Markets. SIAM J. Financial Math. 14(1): 250-278 (2023)

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