Option price calibration from Rényi entropy (Q620907)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option price calibration from Rényi entropy |
scientific article |
Statements
Option price calibration from Rényi entropy (English)
0 references
20 January 2011
0 references
Rényi entropy
0 references
Havrda-charvát entropy
0 references
calibration
0 references
risk-neutral evaluation
0 references
