A maximum (non-extensive) entropy approach to equity options bid-ask spread
type: Item
instance of: scholarly article
title: A maximum (non-extensive) entropy approach to equity options bid-ask spread
zbMATH Open document ID: 1402.91817
author: Oren J. Tapiero
published in: Physica A
publication date: 2018-09-11T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6935078
zbMATH Keywords: Kaniadakis entropy
zbMATH Keywords: bid-ask spread
zbMATH Keywords: asymmetric information
MaRDI profile type: Publication
full work available at URL: j.physa.2013.03.015
OpenAlex ID: W1980216796
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DOI: 10.1016/J.PHYSA.2013.03.015
description: scientific article; zbMATH DE number 6935078