"Maximum entropy distributions inferred from option portfolios on an asset."

Cassio Neri, Lorenz Schneider (2012)

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DOI: 10.1007/S00780-011-0167-7

access: closed

type: Journal Article

metadata version: 2023-05-01

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Cassio Neri, Lorenz Schneider:
Maximum entropy distributions inferred from option portfolios on an asset. Finance Stochastics 16(2): 293-318 (2012)

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