"Probability Distributions of Assets Inferred from Option Prices via the ..."

Jonathan M. Borwein, Rustum Choksi, Pierre Maréchal (2003)

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DOI: 10.1137/S1052623401400324

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type: Journal Article

metadata version: 2020-06-08

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Jonathan M. Borwein, Rustum Choksi, Pierre Maréchal:
Probability Distributions of Assets Inferred from Option Prices via the Principle of Maximum Entropy. SIAM J. Optim. 14(2): 464-478 (2003)

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