A maximum (non-extensive) entropy approach to equity options bid-ask spread
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Publication:1673012
DOI10.1016/J.PHYSA.2013.03.015zbMath1402.91817OpenAlexW1980216796MaRDI QIDQ1673012
Publication date: 11 September 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2013.03.015
Related Items (4)
Deformed exponentials and applications to finance ⋮ Theoretical foundations and mathematical formalism of the power-law tailed statistical distributions ⋮ On the \(\kappa\)-deformed cyclic functions and the generalized Fourier series in the framework of the \(\kappa\)-algebra ⋮ Thermodynamic geometry of Kaniadakis statistics
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