Option price calibration from Rényi entropy
Brody, Dorje C., Buckley, Ian R.C., Constantinou, Irene C.
Published in Physics letters. A (02.07.2007)
Published in Physics letters. A (02.07.2007)
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Journal Article
Entropic calibration revisited
Brody, Dorje C., Buckley, Ian R.C., Constantinou, Irene C., Meister, Bernhard K.
Published in Physics letters. A (11.04.2005)
Published in Physics letters. A (11.04.2005)
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Journal Article
Preposterior analysis for option pricing
Brody 3, Dorje C, Buckley, Ian R C, Meister, Bernhard K
Published in Quantitative finance (01.08.2004)
Published in Quantitative finance (01.08.2004)
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Journal Article