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Entropic Dynamics of Stocks and European Options
We develop an entropic framework to model the dynamics of stocks and European Options. Entropic inference is an inductive inference framework equipped with proper tools to handle situations where incomplete information is available. The objective of the paper is to lay down an alternative framework...
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| Publicado no: | Entropy (Basel) |
|---|---|
| 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/PMC7515294/ https://ncbi.nlm.nih.gov/pubmed/33267478 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e21080765 |
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