Computation and analysis for a constrained entropy optimization problem in finance (Q952089): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation and analysis for a constrained entropy optimization problem in finance |
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Computation and analysis for a constrained entropy optimization problem in finance (English)
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6 November 2008
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nonlinear PDE
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entropy minimization
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viscosity solution
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uncertain volatility model
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option pricing
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model calibration
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