Pages that link to "Item:Q5169985"

The following pages link to EMPIRICAL COPULAS FOR CDO TRANCHE PRICING USING RELATIVE ENTROPY (Q5169985):

Displaying 6 items.

• A copula entropy approach to correlation measurement at the country level (Q720659) (← 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)
• Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing (Q2355189) (← links)
• A Family of Maximum Entropy Densities Matching Call Option Prices (Q4585001) (← links)
• Utility valuation of multi-name credit derivatives and application to CDOs (Q5190134) (← links)