摘要: Concepts of Econophysics are usually used to solve problems related to uncertainty and nonlinear dynamics. The risk neutral probabilities play an important role in the theory of option pricing. The application of entropy in financ... 展开
作者 | Muhammad Sheraz Vasile Preda Silvia Dedu | ||
---|---|---|---|
作者单位 | |||
文集名称 | Computer Aided Systems Theory - EUROCAST 2017 | ||
出版年 | 2018 | ||
出版社/出版地 | Springer / Berlin | ||
会议名称 | European International Workshop on Computer Aided Systems Theory | ||
开始页/总页数 | 55 / 9 | ||
会议日期/会议地点 | 20170219-24 / Las Palmas de Gran Canaria | 会议年/会议届次 | 2017 / 16th |
中图分类号 | TP391.7-53 | ||
关键词 | Entropy measures Risk neutral densities Entropy pricing theory Tsallis entropy Kaniadakis entropy | ||
馆藏号 | N2018041000060558 |