Pages that link to "Item:Q1673012"
From MaRDI portal
The following pages link to A maximum (non-extensive) entropy approach to equity options bid-ask spread (Q1673012):
Displaying 7 items.
- Deformed exponentials and applications to finance (Q280540) (← links)
- Theoretical foundations and mathematical formalism of the power-law tailed statistical distributions (Q280659) (← links)
- On the \(\kappa\)-deformed cyclic functions and the generalized Fourier series in the framework of the \(\kappa\)-algebra (Q296356) (← links)
- (Q3516605) (← links)
- A Family of Maximum Entropy Densities Matching Call Option Prices (Q4585001) (← links)
- Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean (Q5363202) (← links)
- Thermodynamic geometry of Kaniadakis statistics (Q5870652) (← links)