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Pricing Interval European Option with the Principle of Maximum Entropy.

Xiao LiuRongxi ZhouYahui XiongYuexiang Yang
Published in: Entropy (2019)
Keyphrases
  • principle of maximum entropy
  • maximum entropy
  • option pricing
  • black scholes model
  • deterministic annealing
  • machine learning
  • objective function
  • data clustering
  • neural network
  • image segmentation
  • lower bound