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Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean
Gzyl, Henryk; Mayoral, Silvia - In: Applied mathematical finance 19 (2012) 4, pp. 299-313
Persistent link: https://www.econbiz.de/10009998599
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Determination of the probability distribution measures from market option prices using the method of maximum entropy in the mean
Gzyl, Henryk; Mayoral, Silvia - In: Applied mathematical finance 19 (2012) 3/4, pp. 299-312
Persistent link: https://www.econbiz.de/10009710972