Maximum entropy method for option pricing (Q3014075)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Maximum entropy method for option pricing |
scientific article; zbMATH DE number 5925927
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Maximum entropy method for option pricing |
scientific article; zbMATH DE number 5925927 |
Statements
19 July 2011
0 references
option pricing
0 references
maximum entropy formalism
0 references
self-financing portfolio
0 references
no-arbitrage theory
0 references
0.9034171104431152
0 references
0.8610071539878845
0 references
0.8371641635894775
0 references
0.8350270986557007
0 references
