A unified entropic pricing framework of option: Using Cressie-Read family of divergences
Author:
- Xisheng YuXYXisheng Yu
- 1 November 2021
- journal article
- research article
- Published by Elsevier in The North American Journal of Economics and Finance
- Vol. 58
Abstract
No abstract availableKeywords
Funding Information
- National Natural Science Foundation of China
- Fundamental Research Funds for the Central Universities
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