Determination of the probability distribution measures from market option prices using the method of maximum entropy in the mean
Henryk Gzyl & Silvia Mayoral
| Year of publication: |
2012
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|---|---|
| Authors: | Gzyl, Henryk ; Mayoral, Silvia |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 19.2012, 3/4, p. 299-312
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| Subject: | Entropie | Entropy | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009710972