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Search: subject:"Relative Entropy"
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relative entropy
47
Entropy
44
Entropie
43
Relative entropy
36
Theorie
27
Theory
27
Risiko
15
Risk
15
Risikomaß
9
Risk measure
9
Bayes-Statistik
8
Bayesian inference
8
Incomplete market
8
Kullback-Leibler divergence
8
Option pricing theory
8
Optionspreistheorie
8
Decision under uncertainty
7
Robust statistics
7
Robustes Verfahren
7
incomplete markets
7
Entscheidung unter Unsicherheit
6
Measurement
6
Messung
6
Portfolio selection
6
Portfolio-Management
6
Relative Entropy
6
Stochastic process
6
Stochastischer Prozess
6
Blackwell ordering
5
CAPM
5
Estimation
5
Minimal entropy martingale measure
5
Risikomanagement
5
Risk management
5
Schätzung
5
Unvollkommener Markt
5
Economics of information
4
Forecasting model
4
Informationsökonomik
4
Learning
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Undetermined
63
Free
40
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Article
79
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33
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Article in journal
31
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English
65
Undetermined
48
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Aebi, Robert
8
Neusser, Klaus
8
Steiner, Peter
8
Cabrales, Antonio
5
Gossner, Olivier
5
Serrano, Roberto
5
Schweizer, Martin
4
Breuer, Thomas
3
Csiszár, Imre
3
Devolder, Pierre
3
Dhaene, Jan
3
Georgiadis, Georgios
3
Hu, Ju
3
Kim, Michael Jong
3
Macci, Claudio
3
Müller, Gernot J.
3
Polanski, Arnold
3
Schumann, Ben
3
Stadje, Mitja
3
Stassen, Ben
3
Stoja, Evarist
3
Vellekoop, Michel
3
Amendinger, Jürgen
2
Baker, Christopher
2
Clarke, Bertrand
2
Ehling, Paul
2
Eilat, Ran
2
Eliaz, Kfir
2
FRIEDMAN, CRAIG
2
Feng, Yu
2
HUANG, JINGGANG
2
Hansen, Lars Peter
2
Heyerdahl-Larsen, Christian
2
Imkeller, Peter
2
Kim, Young
2
Laeven, Roger J. A.
2
Lee, Jeong
2
Mashalaba, Qaphela
2
Mavuso, Melusi
2
Mu, Xiaosheng
2
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Department Volkswirtschaftlehre, Universität Bern
3
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Brown University, Department of Economics
1
Departamento de Economía, Universidad Carlos III de Madrid
1
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
Department of Economics, University of Pennsylvania
1
Eberhard Karls Universität Tübingen
1
Henley Business School, University of Reading
1
London School of Economics (LSE)
1
Society for Economic Dynamics - SED
1
Tilburg University, Center for Economic Research
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Physica A: Statistical Mechanics and its Applications
10
Finance and Stochastics
4
Journal of economic theory
4
Statistics & Probability Letters
4
Annals of the Institute of Statistical Mathematics
3
Diskussionsschriften
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
International journal of theoretical and applied finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Stochastic Processes and their Applications
3
Annals of Economics and Finance
2
Insurance / Mathematics & economics
2
Mathematics and financial economics
2
Mathematics of operations research
2
Operations research
2
SFB 373 Discussion Paper
2
SFB 373 Discussion Papers
2
Swiss Journal of Economics and Statistics (SJES)
2
2006 Meeting Papers
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied Mathematical Finance
1
Asia-Pacific Journal of Operational Research (APJOR)
1
Bank of Japan working paper series
1
Computational Statistics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion Paper / Tilburg University, Center for Economic Research
1
Discussion paper / Tinbergen Institute
1
Discussion papers / CEPR
1
Documentos de trabajo / Banco de España
1
ECB Working Paper
1
ESRB Working Paper Series
1
Econometric reviews
1
Econometrics
1
Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
1
Eurasian Academy Of Sciences Social Sciences Journal
1
European journal of operational research : EJOR
1
Federal Reserve Bank of Cleveland working paper series
1
ICMA Centre Discussion Papers in Finance
1
International Journal of Cognitive Informatics and Natural Intelligence (IJCINI)
1
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RePEc
55
ECONIS (ZBW)
45
EconStor
11
BASE
1
Other ZBW resources
1
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111
Calibrating volatility surfaces via
relative-entropy
minimization
Avellaneda, Marco
;
Friedman, Craig
;
Holmes, Richard
; …
- In:
Applied Mathematical Finance
4
(
1997
)
1
,
pp. 37-64
. Our algorithm yields an arbitrage-free diffusion process that minimizes the Kullback-Leibler
relative
entropy
distance to …
Persistent link: https://www.econbiz.de/10005495414
Saved in:
112
The convergence of the biased annihilating branching process and the double-flipping process in d
Sudbury, Aidan
- In:
Stochastic Processes and their Applications
68
(
1997
)
2
,
pp. 255-264
[delta]ø and the double-flipping process converges to a product measure. The method of
relative
entropy
is employed. …
Persistent link: https://www.econbiz.de/10008872886
Saved in:
113
A note on the relationship between the rate functions for stationary dependent random sequences in [tau]-topology and the
relative
entropy
Hu, Yijun
- In:
Stochastic Processes and their Applications
56
(
1995
)
2
,
pp. 351-355
-dependent random sequence in [tau]-topology and the
relative
entropy
. …
Persistent link: https://www.econbiz.de/10008875501
Saved in:
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