Convergence of minimum entropy option prices for weakly converging incomplete market models
Year of publication: |
2000
|
---|---|
Authors: | Hubalek, Friedrich ; Hudetz, Thomas |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 3.2000, 3, p. 559-560
|
Subject: | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Entropie | Entropy | Hedging |
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