Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Levy preservation and associated properties for $f$-divergence minimal
  equivalent martingale measures   We study such important properties of $f$-divergence minimal martingale
measure as Levy preservation property, scaling property, invariance in time
property for exponential Levy models. We give some useful decomposition for
$f$-divergence minimal martingale measures and we answer on the question which
form should have $f$ to ensure mentioned properties. We show that $f$ is not
necessarily common $f$-divergence. For common $f$-divergences, i.e. functions
verifying $f"(x) = ax^ {\gamma},\, a>0,\, \gamma \in \mathbb R$, we give
necessary and sufficient conditions for existence of $f$-minimal martingale
measure.

1
The categories of this paper are: cs
5
The categories of this paper are: gr-qc
35
The categories of this paper are: mtrl-th
6
The categories of this paper are: astro-ph
11
The categories of this paper are: hep-lat
33
The categories of this paper are: plasm-ph
14
The categories of this paper are: math-ph
7
The categories of this paper are: hep-th
37
The categories of this paper are: supr-con
9
The categories of this paper are: nlin
30
The categories of this paper are: q-alg
26
The categories of this paper are: bayes-an
0
The categories of this paper are: hep-ph
4
The categories of this paper are: cond-mat
34
The categories of this paper are: chem-ph
19
The categories of this paper are: eess