Silvia Mayoral

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
A constrained ill-posed linear problem with data in intervals arising in geodetic leveling Bulletin of Computational Applied Mathematics	2025-02-11	Paper
Prediction and estimation of random variables with infinite mean or variance Communications in Statistics. Theory and Methods	2025-02-05	Paper
Joint probabilities under expected value constraints, transportation problems, maximum entropy in the mean Statistica Neerlandica	2024-04-23	Paper
Vector Optimization Approach For Pricing And Hedging In Imperfect Markets INFOR: Information Systems and Operational Research	2023-05-05	Paper
Loss data analysis. The maximum entropy approach De Gruyter STEM	2022-12-05	Paper
Calibration of short rate term structure models from bid-ask coupon bond prices Physica A	2022-06-23	Paper
Loss data analysis. The maximum entropy approach De Gruyter Textbook	2018-01-10	Paper
Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean Applied Mathematical Finance	2017-10-05	Paper
Loss data analysis: analysis of the sample dependence in density reconstruction by maxentropic methods Insurance Mathematics & Economics	2016-12-14	Paper
Density reconstructions with errors in the data Entropy	2016-06-15	Paper
Maxentropic approach to decompound aggregate risk losses Insurance Mathematics & Economics	2015-09-14	Paper
Two maxentropic approaches to determine the probability density of compound risk losses Insurance Mathematics & Economics	2015-05-26	Paper
Data-driven smooth tests for the martingale difference hypothesis Computational Statistics and Data Analysis	2014-04-14	Paper
A method for determining risk aversion functions from uncertain market prices of risk Insurance Mathematics & Economics	2012-02-10	Paper
Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm European Journal of Operational Research	2009-04-08	Paper
Determination of risk pricing measures from market prices of risk Insurance Mathematics & Economics	2009-01-16	Paper
Nonconvex optimization for pricing and hedging in imperfect markets Computers & Mathematics with Applications	2008-04-17	Paper
Risk-neutral valuation with infinitely many trading dates Mathematical and Computer Modelling	2008-02-22	Paper
Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density Applied Stochastic Models in Business and Industry	2007-12-16	Paper

Research outcomes over time

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