The entropy theory of stock option pricing
Year of publication: |
1999
|
---|---|
Authors: | Gulko, Les |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 2.1999, 3, p. 331-355
|
Subject: | Optionspreistheorie | Option pricing theory | Entropie | Entropy | Black-Scholes-Modell | Black-Scholes model | Hedging | Theorie | Theory |
-
The entropy theory of bond option pricing
Gulko, Les, (2002)
-
An Anatomy of Generalized Entropic Estimators in Option Pricing
Almeida, Caio, (2019)
-
Pricing American options : RNMs-constrained entropic least-squares approach
Yu, Xisheng, (2015)
- More ...
-
A test of the beta model on Eurodollar futures options
Gulko, Les, (2007)
-
THE MARKET - Efficient Irrational Markets
Gulko, Les, (2005)
-
Gulko, Les, (2002)
- More ...