Silvia Mayoral

Available identifiers

zbMath Open mayoral.silviaMaRDI QIDQ296472

List of research outcomes

Publication	Date of Publication	Type
Joint probabilities under expected value constraints, transportation problems, maximum entropy in the mean	2024-04-23	Paper
Vector Optimization Approach For Pricing And Hedging In Imperfect Markets	2023-05-05	Paper
Loss data analysis. The maximum entropy approach	2022-12-05	Paper
Calibration of short rate term structure models from bid-ask coupon bond prices	2022-06-23	Paper
Loss data analysis. The maximum entropy approach	2018-01-10	Paper
Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean	2017-10-05	Paper
Loss data analysis: analysis of the sample dependence in density reconstruction by maxentropic methods	2016-12-14	Paper
Density reconstructions with errors in the data	2016-06-15	Paper
Maxentropic approach to decompound aggregate risk losses	2015-09-14	Paper
Two maxentropic approaches to determine the probability density of compound risk losses	2015-05-26	Paper
Data-driven smooth tests for the martingale difference hypothesis	2014-04-14	Paper
A method for determining risk aversion functions from uncertain market prices of risk	2012-02-10	Paper
Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm	2009-04-08	Paper
Determination of risk pricing measures from market prices of risk	2009-01-16	Paper
Nonconvex optimization for pricing and hedging in imperfect markets	2008-04-17	Paper
Risk-neutral valuation with infinitely many trading dates	2008-02-22	Paper
Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density	2007-12-16	Paper

Research outcomes over time

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