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On A Statistical Information Measure For A Generalized Samuelson-Black-Scholes Model

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  • Stummer W.

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  • Stummer W., 2001. "On A Statistical Information Measure For A Generalized Samuelson-Black-Scholes Model," Statistics & Risk Modeling, De Gruyter, vol. 19(3), pages 289-314, March.
    • Handle: RePEc:bpj:strimo:v:19:y:2001:i:3:p:289-314:n:5
    DOI: 10.1524/strm.2001.19.3.289
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    References listed on IDEAS

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    1. Stummer, Wolfgang, 1998. "On bounded entropy of solutions of multi-dimensional stochastic differential equations," Statistics & Probability Letters, Elsevier, vol. 36(4), pages 327-336, January.
    2. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
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