Simple Entropic Derivation of a Generalized Black-Scholes Option Pricing Model
Author:
Publisher
MDPI AG
Subject
General Physics and Astronomy
Link
http://www.mdpi.com/1099-4300/2/2/70/pdf
Reference29 articles.
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4. The Entropic Penalty Approach to Stochastic Programming
5. The Maximum Entropy Distribution of an Asset Inferred from Option Prices
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