Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean
| Year of publication: |
2012
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|---|---|
| Authors: | Gzyl, Henryk ; Mayoral, Silvia |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 19.2012, 4 (1.9.), p. 299-313
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