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~isPartOf:"Diskussionspapier 85 / 2009"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Diskussionspapier 85 / 2009
International journal of theoretical and applied finance
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Finance and stochastics
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Applying maximum entropy to econometric problems
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A Note on Conditional Arbitrage-Free Maximum
Entropy
Densities For Simulative Option Pricing
Herrmann, Klaus
-
Universität <Erlangen
-
2009
densities using the principle of maximum
entropy
. For the case ofidentically and independently distributed returns, we easily …
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