A Family of Maximum Entropy Densities Matching Call Option Prices (Q4585001)
From MaRDI portal
scientific article; zbMATH DE number 6932200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Family of Maximum Entropy Densities Matching Call Option Prices |
scientific article; zbMATH DE number 6932200 |
Statements
A Family of Maximum Entropy Densities Matching Call Option Prices (English)
0 references
5 September 2018
0 references
entropy
0 references
information theory
0 references
\(I\)-divergence
0 references
asset distribution
0 references
option pricing
0 references
0 references
