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"Risk Neutral Measure Determination from Price Ranges: Single Period Market ..."

Henryk Gzyl, German Molina, Enrique ter Horst (2018)

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DOI: 10.3390/E20070508

access: open

type: Journal Article

metadata version: 2020-12-25

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  dblp key:
  - journals/entropy/GzylMH18
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  - https://dblp.org/rec/journals/entropy/GzylMH18
Henryk Gzyl, German Molina, Enrique ter Horst:
Risk Neutral Measure Determination from Price Ranges: Single Period Market Models. Entropy 20(7): 508 (2018)

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