The following pages link to Entropic calibration revisited (Q2478759):
Displaying 4 items.
- Option price calibration from Rényi entropy (Q620907) (← links)
- Maximum entropy distributions inferred from option portfolios on an asset (Q1761445) (← links)
- Calibration of the risk-neutral density function by maximization of a two-parameter entropy (Q2155047) (← links)
- A Family of Maximum Entropy Densities Matching Call Option Prices (Q4585001) (← links)