TY  - THES
AU  - Arrieta Rodríguez, Daniel
A3  - Vilar Zanón, José Luis
PY  - 2013
UR  - https://hdl.handle.net/20.500.14352/37777
AB  - The goal of this thesis is to analyze and apply the concept of Entropy to the valuation and hedging of derivative financial instruments issued on equities. More specifically, it develops a methodology based on the lowest relative Entropy to solve the...
LA  - spa
PB  - Universidad Complutense de Madrid
KW  - Entropía
TI  - Entropía relativa y cobertura de derivados
M3  - doctoral thesis
ER  -