INFORMATION AND ENTROPY IN INCOMPLETE MARKETS

Evangelos Tabakis ()
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Evangelos Tabakis: University of Athens, Department of Mathematics, Section of Statics and Operations Research, Panepistimioupolis, GR-15784 Athens, Greece

International Journal of Theoretical and Applied Finance (IJTAF), 2000, vol. 03, issue 03, 561-561

Abstract: No abstract received.

Keywords: Incomplete markets; entropy; Fisher information; exponential tails (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1142/S0219024900000589

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