Narrow search
Showing 1 - 10 of 19
Cover Image
Convergence of minimum entropy option prices for weakly converging incomplete market models
Hubalek, Friedrich; Hudetz, Thomas - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 559-560
Persistent link: https://www.econbiz.de/10001524384
Cover Image
Information and entropy in incomplete markets
Tabakis, Evangelos - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 561
Persistent link: https://www.econbiz.de/10001524389
Cover Image
The entropic market hypothesis
Gulko, Les - In: International journal of theoretical and applied finance 2 (1999) 3, pp. 293-329
Persistent link: https://www.econbiz.de/10001437411
Cover Image
The entropy theory of stock option pricing
Gulko, Les - In: International journal of theoretical and applied finance 2 (1999) 3, pp. 331-355
Persistent link: https://www.econbiz.de/10001437414
Cover Image
Minimum-relative-entropy calibration of asset-pricing models
Avellaneda, Marco - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 447-472
Persistent link: https://www.econbiz.de/10001255560
Cover Image
Model performance measures for expected utility maximizing investors
Friedman, Craig; Sandow, Sven - In: International journal of theoretical and applied finance 6 (2003) 4, pp. 355-401
Persistent link: https://www.econbiz.de/10001779822
Cover Image
The entropy theory of bond option pricing
Gulko, Les - In: International journal of theoretical and applied finance 5 (2002) 4, pp. 355-383
Persistent link: https://www.econbiz.de/10001682218
Cover Image
Bayesian inference, prior information on volatility, and option pricing : a maximum entropy approach
Venagas-Martínez, Francisco - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10002625103
Cover Image
Information, model performance, pricing and trading measures in incomplete markets
Huang, Jinggang; Sandow, Sven; Friedman, Craig - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 373-400
Persistent link: https://www.econbiz.de/10003344314
Cover Image
Insider trading rules and price formation in securities markets : an entropy analysis of strategic trading
Keiber, Karl Ludwig - In: International journal of theoretical and applied finance 9 (2006) 8, pp. 1215-1243
Persistent link: https://www.econbiz.de/10003397168