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"Pricing Interval European Option with the Principle of Maximum Entropy."

Xiao Liu et al. (2019)

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DOI: 10.3390/E21080788

access: open

type: Journal Article

metadata version: 2022-10-02

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  dblp key:
  - journals/entropy/LiuZXY19
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  - https://dblp.org/rec/journals/entropy/LiuZXY19
Xiao Liu, Rongxi Zhou, Yahui Xiong, Yuexiang Yang:
Pricing Interval European Option with the Principle of Maximum Entropy. Entropy 21(8): 788 (2019)

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