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THE ENTROPY THEORY OF BOND OPTION PRICING - MaRDI portal

THE ENTROPY THEORY OF BOND OPTION PRICING (Q3022049)

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scientific article
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THE ENTROPY THEORY OF BOND OPTION PRICING
scientific article

    Statements

    title
    THE ENTROPY THEORY OF BOND OPTION PRICING (English)
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    author
    Les Gulko
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    publication date
    22 June 2005
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    zbMATH Keywords
    bond options
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    incomplete markets
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    entropy
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    Identifiers

    zbMATH DE Number
    2177826
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