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Fourier inversion formulas in option pricing and insurance
Dufresne, Daniel
(
contributor
);
Garrido, Jose
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003227364
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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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