PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY: AN ECONOMIC ANALYSIS (Q5696888)
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scientific article; zbMATH DE number 2216264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY: AN ECONOMIC ANALYSIS |
scientific article; zbMATH DE number 2216264 |
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PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY: AN ECONOMIC ANALYSIS (English)
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19 October 2005
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equivalent martingale measure
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stochastic discount factor
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cross-entropy
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implied distributions
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option pricing
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