A Note on Conditional Arbitrage-Free Maximum Entropy Densities For Simulative Option Pricing
Year of publication: |
2009-06-24
|
---|---|
Authors: | Herrmann, Klaus |
Institutions: | Universität <Erlangen |
Subject: | Arbitrage | Optionspreistheorie | Simulation | simulation | Entropie <Informationstheorie> | entropy |
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