Retrieving risk neutral densities from European option prices based on the principle of maximum entropy

Leonidas S. Rompolis

Year of publication:	2010
Authors:	Rompolis, Leonidas S.
Published in:	Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 5, p. 918-937
Subject:	Optionspreistheorie \| Option pricing theory \| Entropie \| Entropy \| Statistische Verteilung \| Statistical distribution \| Risiko \| Risk

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