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A comment on the bias of probabilities derived from betting odds and their use in measuring outcome uncertainty
Å trumbelj, Erik, (2016)
Reductive inference and the entropy, learning, chaos craze
Bechtold, Brigitte H., (1993)
Model performance measures for expected utility maximizing investors
Friedman, Craig, (2003)
Monte Carlo simulation and finance
McLeish, Don L., (2005)
A multiname first-passage model for credit risk
McLeish, Don L., (2011)
Nearly exact option price simulation using characteristic functions
Bernard, Carole, (2012)