Pages that link to "Item:Q1126850"
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The following pages link to The minimum-entropy algorithm and related methods for calibrating asset-pricing models (Q1126850):
Displaying 7 items.
- An approximation pricing algorithm in an incomplete market: a differential geometric approach (Q1776017) (← links)
- Incorporating views on marginal distributions in the calibration of risk models (Q1785320) (← links)
- Probability interference in expected utility theory (Q1800982) (← links)
- Maximum entropy estimates for risk-neutral probability measures with non-strictly-convex data (Q2247928) (← links)
- Minimum-relative-entropy calibration of asset-pricing models (Q2703108) (← links)
- CONVEX REGULARIZATION OF LOCAL VOLATILITY ESTIMATION (Q2970321) (← links)
- In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)