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 32 items.
- Deformed exponentials and applications to finance (Q280540) (← links)
- 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)
- A connection between uniqueness of minimizers in Tikhonov-type regularization and Morozov-like discrepancy principles (Q667787) (← links)
- Dynamic portfolio management with views at multiple horizons (Q668857) (← links)
- Incorporating views on marginal distributions in the calibration of risk models (Q1785320) (← links)
- Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
- Martingale Schrödinger bridges and optimal semistatic portfolios (Q2111249) (← links)
- Randomization and entropy in machine learning and data processing (Q2171640) (← links)
- Analysis of a micro-macro acceleration method with minimum relative entropy moment matching (Q2175337) (← links)
- A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy (Q2331013) (← links)
- Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing (Q2355189) (← links)
- Entropic calibration revisited (Q2478759) (← links)
- Mathematical methods of randomized machine learning (Q2662930) (← links)
- EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS (Q2847242) (← links)
- Robust risk measurement and model risk (Q2879011) (← links)
- Monte Carlo approximate tensor moment simulations (Q2955984) (← links)
- CONVEX REGULARIZATION OF LOCAL VOLATILITY ESTIMATION (Q2970321) (← 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)
- Robust identification of investor beliefs (Q5073243) (← links)
- AUTOMATED OPTION PRICING: NUMERICAL METHODS (Q5411737) (← links)
- INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS (Q5483444) (← links)
- PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY: AN ECONOMIC ANALYSIS (Q5696888) (← links)
- In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)
- Einstein's equations and the pseudo-entropy of pseudo-Riemannian information manifolds (Q6073497) (← links)
- Dispersion-constrained martingale Schrödinger problems and the exact joint S\&P 500/VIX smile calibration puzzle (Q6181516) (← links)
- Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes (Q6202389) (← links)