20 citations · 57 across the 5 of their papers we have counts for
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q-fin.PR2019★ 5 cited
Entropic Dynamics of Exchange Rates and Options
Mohammad Abedi, Daniel Bartolomeo
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 alternati…
q-fin.PR2019★ 3 cited
Entropic Dynamics of Stocks and European Options
Mohammad Abedi, Daniel Bartolomeo
We develop an entropic framework to model the dynamics of stocks and European Options. Entropic inference is an inductive inference framework equipped with proper tools to handle s…