Estimating the firm value distribution function by entropy optimization and geometric programming (Q5959327)
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scientific article; zbMATH DE number 1723348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the firm value distribution function by entropy optimization and geometric programming |
scientific article; zbMATH DE number 1723348 |
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Estimating the firm value distribution function by entropy optimization and geometric programming (English)
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26 March 2002
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entropy optimization
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geometric programming
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option pricing
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Monte Carlo simulation
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