EMPIRICAL COPULAS FOR CDO TRANCHE PRICING USING RELATIVE ENTROPY (Q5169985): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Probability Distributions of Assets Inferred from Option Prices via the Principle of Maximum Entropy
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@@ Property / cites work @@
+The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
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@@ Property / cites work @@
+Dual Methods in Entropy Maximization. Application to Some Problems in Crystallography
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@@ Property / cites work @@
+A new approach to variable metric algorithms
@@ Property / cites work: A new approach to variable metric algorithms / rank @@
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@@ Property / cites work @@
+Q4950276
@@ Property / cites work: Q4950276 / rank @@
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@@ Property / cites work @@
+Information Theory and Statistical Mechanics
@@ Property / cites work: Information Theory and Statistical Mechanics / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024907004391
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@@ Property / OpenAlex ID @@
+W1981444257
@@ Property / OpenAlex ID: W1981444257 / rank @@
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