Pages that link to "Item:Q620907"
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The following pages link to Option price calibration from Rényi entropy (Q620907):
Displaying 12 items.
- Applications of entropy in finance: a review (Q280721) (← links)
- Rényi entropies, \(L_q\) norms and linearization of powers of hypergeometric orthogonal polynomials by means of multivariate special functions (Q907511) (← links)
- The minimum-entropy algorithm and related methods for calibrating asset-pricing models (Q1126850) (← links)
- A maximum (non-extensive) entropy approach to equity options bid-ask spread (Q1673012) (← links)
- Maximum entropy distributions inferred from option portfolios on an asset (Q1761445) (← links)
- Incorporating views on marginal distributions in the calibration of risk models (Q1785320) (← links)
- Calibration of the risk-neutral density function by maximization of a two-parameter entropy (Q2155047) (← links)
- Entropic calibration revisited (Q2478759) (← links)
- Rényi entropies for multidimensional hydrogenic systems in position and momentum spaces (Q3303285) (← links)
- A Family of Maximum Entropy Densities Matching Call Option Prices (Q4585001) (← links)
- (Q5196788) (← links)
- Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean (Q5363202) (← links)
