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Entropic Dynamics of Exchange Rates and Options
An Entropic Dynamics of exchange rates is laid down to model the dynamics of foreign exchange rates, FX, and European Options on FX. The main objective is to represent an alternative framework to model dynamics. Entropic inference is an inductive inference framework equipped with proper tools to han...
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| Publicado no: | Entropy (Basel) |
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| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI
2019
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7515075/ https://ncbi.nlm.nih.gov/pubmed/33267300 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e21060586 |
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