A pricing method in a constrained market with differential informational frameworks
Ivan Peñaloza, Pablo Padilla
| Year of publication: |
2022
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|---|---|
| Authors: | Peñaloza, Ivan ; Padilla, Pablo |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 60.2022, 3, p. 1055-1100
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| Subject: | Components of volatility | Entropy | Informational framework | Stock sectors | Utility function | Theorie | Theory | Entropie | Volatilität | Volatility | Informationsökonomik | Economics of information |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10178-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380866