Pricing Interval European Option with the Principle of Maximum Entropy.

Liu, Xiao; Zhou, Rongxi; Xiong, Yahui; Yang, Yuexiang

Liu, Xiao; Zhou, Rongxi; Xiong, Yahui; Yang, Yuexiang.

Afiliação

Liu X; School of Banking and Finance, University of International Business and Economics, Beijing 100029, China.
Zhou R; School of Banking and Finance, University of International Business and Economics, Beijing 100029, China.
Xiong Y; School of Banking and Finance, University of International Business and Economics, Beijing 100029, China.
Yang Y; School of Management, China University of Mining and Technology (Beijing), Beijing 100083, China.

Entropy (Basel) ; 21(8)2019 Aug 13.

Article em En | MEDLINE | ID: mdl-33267501

Palavras-chave

interval European option; interval number; option pricing; principle of maximum entropy

Texto completo

Adicionar na Minha BVS

Imprimir

XML

PubMed Links

Buscar no Google

Texto completo: 1 Coleções: 01-internacional Base de dados: MEDLINE Tipo de estudo: Health_economic_evaluation Idioma: En Revista: Entropy (Basel) Ano de publicação: 2019 Tipo de documento: Article País de afiliação: China

Texto completo

Adicionar na Minha BVS

Imprimir

XML

PubMed Links

Buscar no Google