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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...
Minimal $f$-divergence martingale measures and optimal portfolios for exponential Levy models with a change-point
f-divergence exponential Levy models change-point optimal portfolio
2010/4/28
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 ...
The Effects of Excise Tax on Cigarette Consumption: A Divergence in the Behavior of Youth and Adults
Excise Tax Cigarette Consumption the Behavior of Youth and Adults
2009/11/30
There has been a lot of research done to better understand the effects
of taxation on cigarette consumption. Since cigarettes are addictive, it could be
expected that taxation would have little or...