Option price calibration from Rényi entropy (Q620907)
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scientific article; zbMATH DE number 5839214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option price calibration from Rényi entropy |
scientific article; zbMATH DE number 5839214 |
Statements
Option price calibration from Rényi entropy (English)
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20 January 2011
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Rényi entropy
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Havrda-charvát entropy
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calibration
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risk-neutral evaluation
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