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Entropic Dynamics of Exchange Rates and Options

An Entropic Dynamics of exchange rates is laid down to model the dynamics of foreign exchange rates, FX, and European Options on FX. The main objective is to represent an alternative framework to model dynamics. Entropic inference is an inductive inference framework equipped with proper tools to han...

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Detalles Bibliográficos
Autores principales: Abedi, Mohammad, Bartolomeo, Daniel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7515075/
https://www.ncbi.nlm.nih.gov/pubmed/33267300
http://dx.doi.org/10.3390/e21060586