Pages that link to "Item:Q2331013"
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The following pages link to A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy (Q2331013):
Displaying 4 items.
- Maximum entropy estimates for risk-neutral probability measures with non-strictly-convex data (Q2247928) (← links)
- Recovering implied minimum distance risk-neutral probability measures using GMD (Q2886045) (← links)
- Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean (Q5363202) (← links)
- Pricing and hedging contingent claims by entropy segmentation and Fenchel duality (Q6643667) (← links)