MAXIMUM ENTROPY AND DERIVATIVE SECURITIES
| Year of publication: |
1997
|
|---|---|
| Authors: | Hawkins, Raymond J. |
| Published in: |
Applying maximum entropy to econometric problems. - Bingley, U.K : Emerald, ISBN 978-1-84950-824-7. - 1997, p. 277-301
|
| Subject: | Entropie | Entropy | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1108/S0731-9053(1997)0000012013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015390867