Pages that link to "Item:Q4902219"
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The following pages link to Estimation of Asset Distributions from Option Prices: Analysis and Regularization (Q4902219):
Displaying 5 items.
- Determining and benchmarking risk neutral distributions implied from option prices (Q300172) (← links)
- A maximum entropy approach to loss distribution analysis (Q742687) (← links)
- Maximum entropy estimates for risk-neutral probability measures with non-strictly-convex data (Q2247928) (← links)
- A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy (Q2331013) (← links)
- A Family of Maximum Entropy Densities Matching Call Option Prices (Q4585001) (← links)
