Entropic calibration revisited (Q2478759): Difference between revisions

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+Minimum-Relative-Entropy Calibration of Asset-Pricing Models
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+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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+Simple entropic derivation of a generalized Black-Scholes option pricing model
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+THE ENTROPY THEORY OF STOCK OPTION PRICING
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+Entropy and information in the interest rate term structure
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+A market-induced mechanism for stock pinning
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+Option price when the stock is a semimartingale
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+Preposterior analysis for option pricing
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