A maximum (non-extensive) entropy approach to equity options bid-ask spread (Q1673012)
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scientific article; zbMATH DE number 6935078
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum (non-extensive) entropy approach to equity options bid-ask spread |
scientific article; zbMATH DE number 6935078 |
Statements
A maximum (non-extensive) entropy approach to equity options bid-ask spread (English)
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11 September 2018
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Kaniadakis entropy
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bid-ask spread
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asymmetric information
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