Probability Distributions of Assets Inferred from Option Prices via the Principle of Maximum Entropy (Q4441966)
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scientific article; zbMATH DE number 2029299
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability Distributions of Assets Inferred from Option Prices via the Principle of Maximum Entropy |
scientific article; zbMATH DE number 2029299 |
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Probability Distributions of Assets Inferred from Option Prices via the Principle of Maximum Entropy (English)
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19 January 2004
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maximum entropy
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European option
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probability distribution
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convex duality
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