Craig Friedman

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!

Publication	Date of Publication	Type
scientific article; zbMATH DE number 5802960 (Why is no real title available?)	2010-10-20	Paper
Estimating univariate distributions via relative entropy minimization: case studies on financial and economic data International Journal of Theoretical and Applied Finance	2010-05-19	Paper
WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS International Journal of Theoretical and Applied Finance	2008-09-03	Paper
A utility-based approach to some information measures Entropy	2008-05-22	Paper
Utility functions that lead to the likelihood ratio as a relative model performance measure Statistical Papers	2007-02-13	Paper
INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS International Journal of Theoretical and Applied Finance	2006-08-14	Paper
MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS International Journal of Theoretical and Applied Finance	2005-10-19	Paper
CONFRONTING MODEL MISSPECIFICATION IN FINANCE: TRACTABLE COLLECTIONS OF SCENARIO PROBABILITY MEASURES FOR ROBUST FINANCIAL OPTIMIZATION PROBLEMS International Journal of Theoretical and Applied Finance	2005-06-22	Paper
MODEL PERFORMANCE MEASURES FOR LEVERAGED INVESTORS International Journal of Theoretical and Applied Finance	2005-02-28	Paper
10.1162/153244304322972702 CrossRef Listing of Deleted DOIs	2005-02-16	Paper
10.1162/153244304773633816 CrossRef Listing of Deleted DOIs	2004-11-23	Paper
Calibrating volatility surfaces via relative-entropy minimization Applied Mathematical Finance	2002-09-04	Paper
scientific article; zbMATH DE number 1440968 (Why is no real title available?)	2002-07-22	Paper
Weighted Monte Carlo: A new technique for calibrating asset-pricing models	2002-01-13	Paper

Research outcomes over time

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