Preposterior analysis for option pricing

DOI10.1080/14697680400008676zbMath1405.91594OpenAlexW2031017677WikidataQ62272472 ScholiaQ62272472MaRDI QIDQ4610253

Dorje C. Brody, Ian R. C. Buckley, Bernhard K. Meister

Publication date: 15 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680400008676

zbMATH Keywords

vanilla option pricing

Mathematics Subject Classification ID

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

Related Items

A Family of Maximum Entropy Densities Matching Call Option Prices ⋮ Option price calibration from Rényi entropy ⋮ Entropic calibration revisited

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