scientific article; zbMATH DE number 515790

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Publication:4283294

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zbMath0798.60088MaRDI QIDQ4283294

Michael J. Stutzer

Publication date: 11 March 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Itô process maximum entropy formalism Black-Scholes option pricing formula

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Measures of information, entropy (94A17)

Related Items (1)

Statistical equilibrium in one-step forward looking economic models

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