منابع مشابه
Financial Probabilities from Fisher Information
We present a novel synthesis of Fisher information and asset pricing theory that yields a practical method for reconstructing the probability density implicit in security prices. The Fisher information approach to these inverse problems transforms the search for a probability density into the solution of a differential equation for which a substantial collection of numerical methods exist. We i...
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ژورنال
عنوان ژورنال: Nature
سال: 1984
ISSN: 0028-0836,1476-4687
DOI: 10.1038/307299a0