The Impact of the Prior Density on a Minimum Relative Entropy Density: A Case Study with SPX Option Data

Published 2014 View Full Article

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Title
The Impact of the Prior Density on a Minimum Relative Entropy Density: A Case Study with SPX Option Data
Authors
Keywords
-
Journal
Entropy
Volume 16, Issue 5, Pages 2642-2668
Publisher
MDPI AG
Online
2014-05-14
DOI
10.3390/e16052642
References
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