Maximum entropy distributions inferred from option portfolios on an asset (Q1761445): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum entropy distributions inferred from option portfolios on an asset |
scientific article |
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Maximum entropy distributions inferred from option portfolios on an asset (English)
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15 November 2012
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entropy
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information theory
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\(I\)-divergence
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asset distribution
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option pricing
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volatility smile
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