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Pricing Interval European Option with the Principle of Maximum Entropy
Liu, Xiao, Zhou, Rongxi, Xiong, Yahui, Yang, YuexiangVolume:
21
Language:
english
Journal:
Entropy
DOI:
10.3390/e21080788
Date:
August, 2019
File:
PDF, 1.14 MB
english, 2019