Imre Csiszár, Thomas Breuer. An Information Geometry Problem in Mathematical Finance. In Frank Nielsen, Frédéric Barbaresco, editors, Geometric Science of Information - Second International Conference, GSI 2015, Palaiseau, France, October 28-30, 2015, Proceedings. Volume 9389 of Lecture Notes in Computer Science, pages 435-443, Springer, 2015. [doi]
@inproceedings{CsiszarB15, title = {An Information Geometry Problem in Mathematical Finance}, author = {Imre Csiszár and Thomas Breuer}, year = {2015}, doi = {10.1007/978-3-319-25040-3_47}, url = {http://dx.doi.org/10.1007/978-3-319-25040-3_47}, researchr = {https://researchr.org/publication/CsiszarB15}, cites = {0}, citedby = {0}, pages = {435-443}, booktitle = {Geometric Science of Information - Second International Conference, GSI 2015, Palaiseau, France, October 28-30, 2015, Proceedings}, editor = {Frank Nielsen and Frédéric Barbaresco}, volume = {9389}, series = {Lecture Notes in Computer Science}, publisher = {Springer}, isbn = {978-3-319-25039-7}, }