Pages that link to "Item:Q5363202"
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The following pages link to Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean (Q5363202):
Displaying 8 items.
- A characterization theorem for unique risk neutral probability measures (Q899862) (← links)
- Maximum entropy distributions inferred from option portfolios on an asset (Q1761445) (← links)
- Maximum entropy estimates for risk-neutral probability measures with non-strictly-convex data (Q2247928) (← links)
- A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy (Q2331013) (← links)
- Entropic calibration revisited (Q2478759) (← links)
- Recovering implied minimum distance risk-neutral probability measures using GMD (Q2886045) (← links)
- (Q3516605) (← links)
- A Family of Maximum Entropy Densities Matching Call Option Prices (Q4585001) (← links)