The following pages link to THE ENTROPIC MARKET HYPOTHESIS (Q3523532):
Displayed 6 items.
- Maximum entropy distributions inferred from option portfolios on an asset (Q1761445) (← links)
- THE ENTROPY THEORY OF BOND OPTION PRICING (Q3022049) (← links)
- Preposterior analysis for option pricing (Q4610253) (← links)
- INSIDER TRADING RULES AND PRICE FORMATION IN SECURITIES MARKETS: AN ENTROPY ANALYSIS OF STRATEGIC TRADING (Q5386314) (← links)
- A test of the beta model on Eurodollar futures options (Q5433095) (← links)
- PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY: AN ECONOMIC ANALYSIS (Q5696888) (← links)