Calibration of the risk-neutral density function by maximization of a two-parameter entropy (Q2155047)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of the risk-neutral density function by maximization of a two-parameter entropy |
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Calibration of the risk-neutral density function by maximization of a two-parameter entropy (English)
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15 July 2022
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calibration
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information theory
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power law distribution
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Varma entropy
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volatility factor
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