Risk-Neutrality of RND and Option Pricing within an Entropy Framework
Year of publication: |
2020
|
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Authors: | Yu, Xisheng |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Entropie | Entropy |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 24, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3663586 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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