Entropic calibration revisited

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 337, Issue 4-6, 2005, Pages 257-264

  Brody, Dorje C ^a   Buckley, Ian R C ^a   Constantinou, Irene C ^a   Meister, Bernhard K ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

RISK NEUTRALS; SPOT PRICE; TIME-REVERSED;

CALIBRATION;

ARTICLE; CALIBRATION; DENSITY FUNCTIONAL THEORY; ECONOMIC ASPECT; ENTROPY; PHYSICS;

EID: 15244355228     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2005.01.076     Document Type: Article

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