Pages that link to "Item:Q2247928"
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The following pages link to Maximum entropy estimates for risk-neutral probability measures with non-strictly-convex data (Q2247928):
Displaying 8 items.
- Determining and benchmarking risk neutral distributions implied from option prices (Q300172) (← links)
- Maximum entropy distributions inferred from option portfolios on an asset (Q1761445) (← links)
- A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy (Q2331013) (← links)
- Two maxentropic approaches to determine the probability density of compound risk losses (Q2347057) (← links)
- Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing (Q2355189) (← links)
- (Q4323157) (← links)
- Distribution-Invariant Risk Measures, Entropy, and Large Deviations (Q5443699) (← links)
- Pricing and hedging contingent claims by entropy segmentation and Fenchel duality (Q6643667) (← links)