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On the relation between entropy and variance

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Publication:1206002
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zbMath0850.62127MaRDI QIDQ1206002

Jagat Narain Kapur, Sanjay Kapur

Publication date: 1 April 1993

Published in: Metron (Search for Journal in Brave)



Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)


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Maxentropic construction of risk neutral measures: discrete market models



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