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Option price calibration from Rényi entropy

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References

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2004A perfect calibration! now what?175 cited
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Cited by

2009Economic uncertainty and econophysics74 cited
2020Stock returns prediction using kernel adaptive filtering within a stock market interdependence approach35 cited
2018Does Income Diversification Benefit the Sustainable Development of Chinese Listed Banks? Analysis Based on Entropy and the Herfindahl–Hirschman Index24 cited

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