Incorporating views on marginal distributions in the calibration of risk models (Q1785320): Difference between revisions

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+.0570
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+Minimum-Relative-Entropy Calibration of Asset-Pricing Models
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+WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS
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+Calibrating volatility surfaces via relative-entropy minimization
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+I-divergence geometry of probability distributions and minimization problems
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+Q4391441
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+Incorporating views on marginal distributions in the calibration of risk models
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+Q5624436
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+Large Sample Properties of Weighted Monte Carlo Estimators
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