Entropy Maximization in Finance (Q3298034)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Entropy Maximization in Finance |
scientific article |
Statements
Entropy Maximization in Finance (English)
0 references
21 July 2020
0 references
entropy maximization
0 references
convex duality
0 references
financial mathematics
0 references
Markowitz portfolio theory
0 references
capital market pricing model
0 references
fundamental theorem of asset pricing
0 references
hedging
0 references
0 references
