THE ENTROPY THEORY OF BOND OPTION PRICING (Q3022049)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2177826
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | THE ENTROPY THEORY OF BOND OPTION PRICING |
scientific article; zbMATH DE number 2177826 |
Statements
THE ENTROPY THEORY OF BOND OPTION PRICING (English)
0 references
22 June 2005
0 references
bond options
0 references
incomplete markets
0 references
entropy
0 references
0 references
0 references
0.8835983276367188
0 references
0.7980910539627075
0 references
0.7918902039527893
0 references
0.7832198739051819
0 references
0.7604442834854126
0 references
