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Entropy Maximization in Finance - MaRDI portal

Entropy Maximization in Finance (Q3298034)

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Entropy Maximization in Finance
scientific article

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    title
    Entropy Maximization in Finance (English)
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    author
    Jonathan M. Borwein
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    Qiji J. Zhu
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    publication date
    21 July 2020
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    zbMATH Keywords
    entropy maximization
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    convex duality
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    financial mathematics
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    Markowitz portfolio theory
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    capital market pricing model
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    fundamental theorem of asset pricing
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    hedging
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91G80
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    60G44
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    94A17
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    zbMATH DE Number
    7223441
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    OpenAlex ID
    W3011885158
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