Option price calibration from Rényi entropy

Option price calibration from Rényi entropy

Dorje C. Brody, Ian R.C. Buckley, Irene C. Constantinou
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Volume:
366
Year:
2007
Language:
english
Pages:
10
DOI:
10.1016/j.physleta.2007.01.088
File:
PDF, 339 KB
english, 2007
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