Limiting distributions for minimum relative entropy calibration (Q4819434): Difference between revisions

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+Minimum-Relative-Entropy Calibration of Asset-Pricing Models
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+Calibrating volatility surfaces via relative-entropy minimization
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+WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS
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+I-divergence geometry of probability distributions and minimization problems
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+THE ENTROPY THEORY OF STOCK OPTION PRICING
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+When Does Convergence of Asset Price Processes Imply Convergence of Option Prices?
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+Principles for modelling financial markets
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+Numerical Treatment of Stochastic Differential Equations
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