Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Maximum entropy distributions inferred from option portfolios on an asset - MaRDI portal

Maximum entropy distributions inferred from option portfolios on an asset (Q1761445)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Maximum entropy distributions inferred from option portfolios on an asset
scientific article

    Statements

    title
    Maximum entropy distributions inferred from option portfolios on an asset (English)
    0 references
    author
    Cassio Neri
    0 references
    Lorenz Schneider
    0 references
    publication date
    15 November 2012
    0 references
    zbMATH Keywords
    entropy
    0 references
    information theory
    0 references
    \(I\)-divergence
    0 references
    asset distribution
    0 references
    option pricing
    0 references
    volatility smile
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B24
    0 references
    91B70
    0 references
    94A17
    0 references
    91G10
    0 references
    zbMATH DE Number
    6106808
    0 references
    OpenAlex ID
    W2160713246
    0 references
    arXiv ID
    0903.4542
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1761445&oldid=38733696"
    Powered by MediaWiki