THE ENTROPY THEORY OF BOND OPTION PRICING (Q3022049): Difference between revisions

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+Calibrating volatility surfaces via relative-entropy minimization
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+The Pricing of Options and Corporate Liabilities
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+On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved
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+A Theory of the Term Structure of Interest Rates
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+Option pricing: A simplified approach
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+THE ENTROPIC MARKET HYPOTHESIS
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+Martingales and arbitrage in multiperiod securities markets
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Pricing Interest-Rate-Derivative Securities
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+Options and Efficiency
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+An equilibrium characterization of the term structure
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