Minimum cross entropy formalism of the binomial tree model for option pricing (Q2916063)
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scientific article; zbMATH DE number 6090676
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum cross entropy formalism of the binomial tree model for option pricing |
scientific article; zbMATH DE number 6090676 |
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5 October 2012
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option pricing
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minimum cross entropy formalism
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binomial tree model for option pricing
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0.8901795
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0.8741378
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0.8683846
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0.86762434
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Minimum cross entropy formalism of the binomial tree model for option pricing (English)
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