Maximum entropy distributions inferred from option portfolios on an asset
| Year of publication: |
2012
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|---|---|
| Authors: | Neri, Cassio ; Schneider, Lorenz |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 16.2012, 2, p. 293-319
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