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

Documenta Mathematica (1998)

- page 545-563
- ISSN: 1431-0643

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top## How to cite

topAvellaneda, 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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