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Entropy, Volume 2, Issue 2 (June 2000) – 3 articles , Pages 70-80

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New Book Received
Intellectual Impostures. By Alan Sokal and Jean Bricmont Mathematical Foundations of Quantum Mechanics. By John von Neumann
Entropy 2000, 2(2), 80; https://0-doi-org.brum.beds.ac.uk/10.3390/e2020080 - 30 Jun 2000
Cited by 1 | Viewed by 4366
Meeting Report
International Symposium on Entropy at the Max-Planck-Institut für Physik komplexer Systeme (Dresden, Germany), June 25-28, 2000
Entropy 2000, 2(2), 78-79; https://0-doi-org.brum.beds.ac.uk/10.3390/e2020078 - 30 Jun 2000
Viewed by 2978
Abstract
The International Symposium on Entropy was held at the Max-Planck-Institut für Physik komplexer Systeme (Dresden, Germany, http://www.mpipks-dresden.mpg.de/) on June 25-28, 2000.[...] Full article
Article
Simple Entropic Derivation of a Generalized Black-Scholes Option Pricing Model
Entropy 2000, 2(2), 70-77; https://0-doi-org.brum.beds.ac.uk/10.3390/e2020070 - 04 Apr 2000
Cited by 35 | Viewed by 7650
Abstract
A straightforward derivation of the celebrated Black-Scholes Option Pricing model is obtained by solution of a simple constrained minimization of relative entropy. The derivation leads to a natural generalization of it, which is consistent with some evidence from stock index option markets. Full article
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