Pages that link to "Item:Q2155047"
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The following pages link to Calibration of the risk-neutral density function by maximization of a two-parameter entropy (Q2155047):
Displaying 7 items.
- Option price calibration from Rényi entropy (Q620907) (← links)
- Incorporating views on marginal distributions in the calibration of risk models (Q1785320) (← links)
- Pricing of the geometric Asian options under a multifactor stochastic volatility model (Q2074887) (← links)
- Two maxentropic approaches to determine the probability density of compound risk losses (Q2347057) (← links)
- Entropic calibration revisited (Q2478759) (← links)
- On Black–Scholes option pricing model with stochastic volatility: an information theoretic approach (Q4986427) (← links)
- Portfolio optimization based on generalized information theoretic measures (Q5096013) (← links)