Entropy-based implied moments
Xiao Xiao and Chen Zhou
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Xiao, Xiao ; Chen Zhou |
| Publisher: |
Amsterdam, the Netherlands : De Nederlandsche Bank NV |
| Subject: | Theorie | Theory | Momentenmethode | Method of moments | Entropie | Entropy | Volatilität | Volatility |
| Extent: | 49 Seiten Illustrationen |
|---|---|
| Series: | DNB working paper. - Amsterdam : DNB, ZDB-ID 2176464-5. - Vol. no. 581 (December 2017) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011772625