Maxentropic construction of risk neutral measures: discrete market models (Q4784302)
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scientific article; zbMATH DE number 1843883
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| English | Maxentropic construction of risk neutral measures: discrete market models |
scientific article; zbMATH DE number 1843883 |
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Maxentropic construction of risk neutral measures: discrete market models (English)
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9 October 2003
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maximum entropy principle
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risk-neutral measures
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discrete market models
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0.8005965948104858
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0.7975503206253052
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0.7816473245620728
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0.7714216113090515
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