Craig Friedman

Available identifiers

zbMath Open friedman.craigMaRDI QIDQ864909

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q3162620	2010-10-20	Paper
ESTIMATING UNIVARIATE DISTRIBUTIONS VIA RELATIVE ENTROPY MINIMIZATION: CASE STUDIES ON FINANCIAL AND ECONOMIC DATA	2010-05-19	Paper
WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS	2008-09-03	Paper
A utility-based approach to some information measures	2008-05-22	Paper
Utility functions that lead to the likelihood ratio as a relative model performance measure	2007-02-13	Paper
INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS	2006-08-14	Paper
MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS	2005-10-19	Paper
CONFRONTING MODEL MISSPECIFICATION IN FINANCE: TRACTABLE COLLECTIONS OF SCENARIO PROBABILITY MEASURES FOR ROBUST FINANCIAL OPTIMIZATION PROBLEMS	2005-06-22	Paper
MODEL PERFORMANCE MEASURES FOR LEVERAGED INVESTORS	2005-02-28	Paper
10.1162/153244304322972702	2005-02-16	Paper
10.1162/153244304773633816	2004-11-23	Paper
Calibrating volatility surfaces via relative-entropy minimization	2002-09-04	Paper
https://portal.mardi4nfdi.de/entity/Q4949414	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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