Entropy maximization in finance (Q3298034)
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scientific article; zbMATH DE number 7223441
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Entropy maximization in finance |
scientific article; zbMATH DE number 7223441 |
Statements
Entropy Maximization in Finance (English)
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21 July 2020
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entropy maximization
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convex duality
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financial mathematics
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Markowitz portfolio theory
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capital market pricing model
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fundamental theorem of asset pricing
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hedging
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0.8213260173797607
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0.7931221723556519
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0.791957676410675
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0.7911576628684998
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0.7821635007858276
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