Risk-neutral densities in entropy theory of stock options using Lambert function and a new approach (Q4569478)
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scientific article; zbMATH DE number 6897371
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| English | Risk-neutral densities in entropy theory of stock options using Lambert function and a new approach |
scientific article; zbMATH DE number 6897371 |
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28 June 2018
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option pricing
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Black-Scholes model
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entropy pricing theory
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entropy measures
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0.8018254637718201
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0.7824848294258118
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0.7820493578910828
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0.7580357193946838
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0.7580151557922363
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