Cassio Neri

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A Family of Maximum Entropy Densities Matching Call Option Prices
Applied Mathematical Finance
2018-09-05Paper
Maximum entropy distributions inferred from option portfolios on an asset
Finance and Stochastics
2012-11-15Paper
scientific article; zbMATH DE number 5002661 (Why is no real title available?)2006-01-31Paper
Statistical mechanics of the \(N\)-point vortex system with random intensities on a bounded domain
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire
2004-11-23Paper
Statistical mechanics of the \(N\)-point vortex system with random intensities on a bounded domain
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire
2004-11-23Paper


Research outcomes over time


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