Computational modeling of non-Gaussian option price using non-extensive Tsallis’ entropy framework
Gangadhar Nayak, Amit Kumar Singh, Dilip Senapati
| Year of publication: |
2021
|
|---|---|
| Authors: | Nayak, Gangadhar ; Singh, Amit Kumar ; Senapati, Dilip |
| Subject: | q-lognormal distribution | Cubic power-law behavior | Tsallis entropy | Generalized JS measure | CCDF | Entropie | Entropy | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-020-10015-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012543376