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~isPartOf:"Finance and Stochastics"
~isPartOf:"Journal of Risk and Financial Management"
~isPartOf:"Swiss Finance Institute Research Paper Series"
~isPartOf:"The journal of computational finance"
~subject:"Entropy"
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Model risk for barrier options...
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Importance sampling for jump-diffusions via cross-entropy
Rieke, Rebecca
;
Sun, Weifeng
;
Wang, Hui
- In:
The journal of computational finance
22
(
2018
)
1
,
pp. 107-130
Persistent link: https://www.econbiz.de/10011890185
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Maximum entropy distributions inferred from option portfolios on an asset
Neri, Cassio
;
Schneider, Lorenz
- In:
Finance and Stochastics
16
(
2012
)
2
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pp. 293-318
Persistent link: https://www.econbiz.de/10010847052
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