Pages that link to "Item:Q3523533"
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The following pages link to THE ENTROPY THEORY OF STOCK OPTION PRICING (Q3523533):
Displayed 18 items.
- Applications of entropy in finance: a review (Q280721) (← links)
- Capital allocation to alternatives with a multivariate ladder gamma return distribution (Q524896) (← links)
- Option price calibration from Rényi entropy (Q620907) (← links)
- A copula entropy approach to correlation measurement at the country level (Q720659) (← links)
- Entropy measure of credit risk in highly correlated markets (Q1620628) (← links)
- Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling (Q2132786) (← links)
- Calibration of the risk-neutral density function by maximization of a two-parameter entropy (Q2155047) (← links)
- Information content of liquidity and volatility measures (Q2165679) (← links)
- Approximate-analytical solution to the information measure's based quanto option pricing model (Q2171444) (← links)
- Entropic calibration revisited (Q2478759) (← links)
- Robust risk measurement and model risk (Q2879011) (← links)
- Calibrating volatility surfaces via relative-entropy minimization (Q4541541) (← links)
- A Family of Maximum Entropy Densities Matching Call Option Prices (Q4585001) (← links)
- Preposterior analysis for option pricing (Q4610253) (← links)
- Limiting distributions for minimum relative entropy calibration (Q4819434) (← links)
- On Black–Scholes option pricing model with stochastic volatility: an information theoretic approach (Q4986427) (← links)
- INSIDER TRADING RULES AND PRICE FORMATION IN SECURITIES MARKETS: AN ENTROPY ANALYSIS OF STRATEGIC TRADING (Q5386314) (← links)
- PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY: AN ECONOMIC ANALYSIS (Q5696888) (← links)