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Option pricing theory
Entropy
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Vilsmeier, Johannes
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International journal of theoretical and applied finance
9
Finance and stochastics
4
Applied mathematical finance
3
Applying maximum entropy to econometric problems
3
The North American journal of economics and finance : a journal of financial economics studies
3
Advances in econometrics
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International journal of financial engineering
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Bundesbank Discussion Paper
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Decisions in economics and finance : a journal of applied mathematics
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Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
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Economic dynamics and sustainable development ; Part 1
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Economic dynamics and sustainable development ; Part 2
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Entropy, 2019
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Expert journal of economics
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International Journal of Energy Economics and Policy : IJEEP
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1
New
entropy
restrictions and the quest for better-specified asset-pricing models
Bakshi, Gurdip S.
;
Chabi-Yo, Fousseni
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
6
,
pp. 2517-2541
Persistent link: https://www.econbiz.de/10012165919
Saved in:
2
Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs
Roux, Alet
;
Xu, Zhikang
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-45
Persistent link: https://www.econbiz.de/10013371223
Saved in:
3
Model risk qualification based on relative
entropy
Arrieta, Daniel
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014540603
Saved in:
4
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
Saved in:
5
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
Saved in:
6
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
7
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
Saved in:
8
Maximum
entropy
and derivative securities
Hawkins, Raymond J.
-
1997
Persistent link: https://www.econbiz.de/10001336460
Saved in:
9
Dart boards and asset prices : introducing the
entropy
pricing theory
Gulko, Les
-
1997
Persistent link: https://www.econbiz.de/10001336461
Saved in:
10
The maximum
entropy
distribution of an asset inferred from option prices
Buchen, Peter W.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
1
,
pp. 143-159
Persistent link: https://www.econbiz.de/10001208197
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