The minimum-entropy algorithm and related methods for calibrating asset-pricing models.

Avellaneda, Marco

Documenta Mathematica (1998)

  • page 545-563
  • ISSN: 1431-0643

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Avellaneda, Marco. "The minimum-entropy algorithm and related methods for calibrating asset-pricing models.." Documenta Mathematica (1998): 545-563. <http://eudml.org/doc/225716>.

@article{Avellaneda1998,
author = {Avellaneda, Marco},
journal = {Documenta Mathematica},
keywords = {asset-pricing; minimum-entropy algorithm},
language = {eng},
pages = {545-563},
publisher = {Universiät Bielefeld, Fakultät für Mathematik},
title = {The minimum-entropy algorithm and related methods for calibrating asset-pricing models.},
url = {http://eudml.org/doc/225716},
year = {1998},
}

TY - JOUR
AU - Avellaneda, Marco
TI - The minimum-entropy algorithm and related methods for calibrating asset-pricing models.
JO - Documenta Mathematica
PY - 1998
PB - Universiät Bielefeld, Fakultät für Mathematik
SP - 545
EP - 563
LA - eng
KW - asset-pricing; minimum-entropy algorithm
UR - http://eudml.org/doc/225716
ER -

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