Pricing Principle via Tsallis Relative Entropy in Incomplete Markets.

Published in: SIAM J. Financial Math. (2023)

Keyphrases

relative entropy
information theory
information theoretic
bregman divergences
log likelihood
mutual information
covariance matrix
network effects
squared euclidean distance
kullback leibler divergence
incomplete data
mahalanobis distance
cost sensitive
missing values
missing data
maximum entropy
pricing strategies