scientific article

zbMATH Open1150.91382MaRDI QIDQ3516605

Zengru Di, Yuchao Nie, Ying Fan

Publication date: 6 August 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

maximum entropyoption priceasset distribution

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

A Family of Maximum Entropy Densities Matching Call Option Prices ⋮ Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean

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