Pages that link to "Item:Q1761445"
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The following pages link to Maximum entropy distributions inferred from option portfolios on an asset (Q1761445):
Displayed 11 items.
- Applications of entropy in finance: a review (Q280721) (← links)
- Determining and benchmarking risk neutral distributions implied from option prices (Q300172) (← links)
- A maximum entropy approach to loss distribution analysis (Q742687) (← links)
- Entropy measure of credit risk in highly correlated markets (Q1620628) (← links)
- A multivariate stochastic volatility model with applications in the foreign exchange market (Q1621630) (← links)
- A maximum (non-extensive) entropy approach to equity options bid-ask spread (Q1673012) (← links)
- Calibration of the risk-neutral density function by maximization of a two-parameter entropy (Q2155047) (← 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)
- Distribution of asset price movement and market potential (Q3302320) (← links)
- A Family of Maximum Entropy Densities Matching Call Option Prices (Q4585001) (← links)