Pages that link to "Item:Q4441966"
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The following pages link to Probability Distributions of Assets Inferred from Option Prices via the Principle of Maximum Entropy (Q4441966):
Displaying 12 items.
- Applications of entropy in finance: a review (Q280721) (← links)
- Determining and benchmarking risk neutral distributions implied from option prices (Q300172) (← links)
- Convex analysis in financial mathematics (Q654112) (← links)
- Maximum entropy distributions inferred from option portfolios on an asset (Q1761445) (← links)
- Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling (Q2132786) (← links)
- Maximum entropy estimates for risk-neutral probability measures with non-strictly-convex data (Q2247928) (← links)
- Entropy Maximization in Finance (Q3298034) (← links)
- ESTIMATING UNIVARIATE DISTRIBUTIONS VIA RELATIVE ENTROPY MINIMIZATION: CASE STUDIES ON FINANCIAL AND ECONOMIC DATA (Q3560087) (← links)
- No-arbitrage bounds for the forward smile given marginals (Q4555138) (← links)
- A Family of Maximum Entropy Densities Matching Call Option Prices (Q4585001) (← links)
- CALIBRATED OPTION BOUNDS (Q4675929) (← links)
- EMPIRICAL COPULAS FOR CDO TRANCHE PRICING USING RELATIVE ENTROPY (Q5169985) (← links)
