Pages that link to "Item:Q2703108"
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The following pages link to Minimum-Relative-Entropy Calibration of Asset-Pricing Models (Q2703108):
Displayed 11 items.
- Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Entropic calibration revisited (Q2478759) (← links)
- CONFRONTING MODEL MISSPECIFICATION IN FINANCE: TRACTABLE COLLECTIONS OF SCENARIO PROBABILITY MEASURES FOR ROBUST FINANCIAL OPTIMIZATION PROBLEMS (Q3022031) (← links)
- AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS (Q3022037) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS (Q3523563) (← links)
- ESTIMATING UNIVARIATE DISTRIBUTIONS VIA RELATIVE ENTROPY MINIMIZATION: CASE STUDIES ON FINANCIAL AND ECONOMIC DATA (Q3560087) (← links)
- Limiting distributions for minimum relative entropy calibration (Q4819434) (← links)
- INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS (Q5483444) (← links)
- PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY: AN ECONOMIC ANALYSIS (Q5696888) (← links)