Maximum entropy in option pricing : a convex-spline smoothing method
Year of publication: |
2001
|
---|---|
Authors: | Guo, Weiyu |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 21.2001, 9, p. 819-832
|
Subject: | Optionspreistheorie | Option pricing theory | Entropie | Entropy | Schätzung | Estimation | Index-Futures | Index futures | USA | United States |
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