Pages that link to "Item:Q3022049"
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The following pages link to THE ENTROPY THEORY OF BOND OPTION PRICING (Q3022049):
Displayed 14 items.
- Applications of entropy in finance: a review (Q280721) (← links)
- A copula entropy approach to correlation measurement at the country level (Q720659) (← links)
- Entropy measure of credit risk in highly correlated markets (Q1620628) (← links)
- Maximum entropy distributions inferred from option portfolios on an asset (Q1761445) (← links)
- Calibration of the risk-neutral density function by maximization of a two-parameter entropy (Q2155047) (← links)
- Information content of liquidity and volatility measures (Q2165679) (← links)
- Robust risk measurement and model risk (Q2879011) (← links)
- Calibrating volatility surfaces via relative-entropy minimization (Q4541541) (← links)
- A Family of Maximum Entropy Densities Matching Call Option Prices (Q4585001) (← links)
- Maxentropic construction of risk neutral measures: discrete market models (Q4784302) (← links)
- Highs and lows: Some properties of the extremes of a diffusion and applications in finance (Q4801371) (← links)
- A test of the beta model on Eurodollar futures options (Q5433095) (← links)
- INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS (Q5483444) (← links)
- PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY: AN ECONOMIC ANALYSIS (Q5696888) (← links)