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Determination of the probability distribution measures from market option prices using the method of maximum entropy in the mean
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 299-312
Persistent link: https://www.econbiz.de/10009710972
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Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Applied mathematical finance
19
(
2012
)
4
,
pp. 299-313
Persistent link: https://www.econbiz.de/10009998599
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