Pages that link to "Item:Q2247928"
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The following pages link to Maximum entropy estimates for risk-neutral probability measures with non-strictly-convex data (Q2247928):
Displaying 3 items.
- Determining and benchmarking risk neutral distributions implied from option prices (Q300172) (← links)
- A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy (Q2331013) (← links)
- Pricing and hedging contingent claims by entropy segmentation and Fenchel duality (Q6643667) (← links)
