Pricing of European option based on Tsallis entropy and update process (Q4690758)
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scientific article; zbMATH DE number 6962158
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing of European option based on Tsallis entropy and update process |
scientific article; zbMATH DE number 6962158 |
Statements
22 October 2018
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option pricing
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renewal process
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Tsallis entropy
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Itô formula
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martingale
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0.8591916561126709
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0.8375945091247559
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0.7805975675582886
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0.7702786922454834
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