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

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+Probability Distributions of Assets Inferred from Option Prices via the Principle of Maximum Entropy
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+The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
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+Dual Methods in Entropy Maximization. Application to Some Problems in Crystallography
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+A new approach to variable metric algorithms
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+Q4950276
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+Information Theory and Statistical Mechanics
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