The maximum entropy distribution of an asset inferred from option prices
Peter W. Buchen and Michael Kelly
| Year of publication: |
1996
|
|---|---|
| Authors: | Buchen, Peter W. |
| Other Persons: | Kelly, Michael (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 31.1996, 1, p. 143-159
|
| Subject: | Optionspreistheorie | Option pricing theory | Entropie | Entropy | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001208197