The minimum-entropy algorithm and related methods for calibrating asset-pricing models.
Avellaneda, Marco
Documenta Mathematica, (1998), p. 545-563 / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PS)
Publié le : 1998-01-01
EUDML-ID : urn:eudml:doc:225716 
@article{01184392,
     title = {The minimum-entropy algorithm and related methods for calibrating asset-pricing models.},
     journal = {Documenta Mathematica},
     year = {1998},
     pages = {545-563},
     zbl = {0904.90022},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01184392}
}

Avellaneda, Marco. The minimum-entropy algorithm and related methods for calibrating asset-pricing models.. Documenta Mathematica,  (1998), pp. 545-563. http://gdmltest.u-ga.fr/item/01184392/