Application of maximum entropy method on option pricing
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- Maximum entropy method for option pricing
- scientific article; zbMATH DE number 5307295
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Cited in
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- Maximum entropy distributions inferred from option portfolios on an asset
- A direct solution method for pricing options involving the maximum process
- Minimum cross entropy formalism of the binomial tree model for option pricing
- Maximum entropy method for option pricing
- scientific article; zbMATH DE number 5307295 (Why is no real title available?)
- Probability Distributions of Assets Inferred from Option Prices via the Principle of Maximum Entropy
- A Family of Maximum Entropy Densities Matching Call Option Prices
- A boundary for the existence of solution to the maximum entropy problem applied in European call options
- Pricing option of Shanghai 50ETF based on the methods of maximum entropy and minimum cross-entropy
- scientific article; zbMATH DE number 6129284 (Why is no real title available?)
- Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean
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