Distributional divergence, statistical experiments and consequences in option pricing (Q4639146)
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scientific article; zbMATH DE number 6865951
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributional divergence, statistical experiments and consequences in option pricing |
scientific article; zbMATH DE number 6865951 |
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Distributional divergence, statistical experiments and consequences in option pricing (English)
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3 May 2018
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distributional divergence
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infinitely divisible distribution
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market's informational efficiency
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market risk premium
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risk neutral probability
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statistical experiment
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stochastic differential equation
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