A New Method Of Employing The Principle Of Maximum Entropy To Retrieve The Risk Neutral Density
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Language: en
Pages: 30
Pages: 30
Type: BOOK - Published: 2017 - Publisher:
This paper suggests a new method of implementing the principle of maximum entropy to retrieve the risk neutral density of future stock, or any other asset, retu
Language: en
Pages: 336
Pages: 336
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
Forty years ago, in 1957, the Principle of Maximum Entropy was first intro duced by Jaynes into the field of statistical mechanics. Since that seminal publicati
Language: en
Pages: 161
Pages: 161
Type: BOOK - Published: 1995-03-16 - Publisher: World Scientific
This monograph is an outgrowth of a set of lecture notes on the maximum entropy method delivered at the 1st Venezuelan School of Mathematics. This yearly event
Language: en
Pages: 660
Pages: 660
Type: BOOK - Published: 1989 - Publisher: John Wiley & Sons
This Is The First Comprehensive Book About Maximum Entropy Principle And Its Applications To A Diversity Of Fields Like Statistical Mechanics, Thermo-Dynamics,
Language: en
Pages: 220
Pages: 220
Type: BOOK - Published: 1991 - Publisher: Oxford : Clarendon Press ; New York : Oxford University Press
The powerful new technique of maximum entropy, which has its roots in probability theory, provides a much needed extension of the established principles of rati