Minimum-relative-entropy calibration of asset-pricing models
Marco Avellaneda
| Year of publication: |
1998
|
|---|---|
| Authors: | Avellaneda, Marco |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 1.1998, 4, p. 447-472
|
| Subject: | Optionspreistheorie | Option pricing theory | CAPM | Entropie | Entropy | Benchmarking | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International journal of theoretical and applied finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001255560