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Probability Distributions of Assets Inferred from Option Prices via the Principle of Maximum Entropy

✍ Scribed by Borwein, J.; Choksi, R.; Maréchal, P.

Book ID
118204237
Publisher
Society for Industrial and Applied Mathematics
Year
2003
Tongue
English
Weight
185 KB
Volume
14
Category
Article
ISSN
1052-6234

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