The Maximum Entropy Distribution of an Asset Inferred from Option Prices
| Year of publication: |
1996
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|---|---|
| Authors: | Buchen, Peter W. ; Kelly, Michael |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 31.1996, 1, p. 143
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