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isPartOf:"Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen"
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Entropy martingale optimal transport and nonlinear pricing-hedging duality
Doldi, Alessandro
;
Frittelli, Marco
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 255-304
Persistent link: https://www.econbiz.de/10014253636
Saved in:
2
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle
Guyon, Julien
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 27-79
Persistent link: https://www.econbiz.de/10014447575
Saved in:
3
Identifizierung von führenden Köpfen in terroristischen Netzwerken : ein entropiebasiertes Verfahren
Dellnitz, Andreas
;
Litzinger, Sebastian
;
Rödder, Wilhelm
-
2017
Persistent link: https://www.econbiz.de/10011719896
Saved in:
4
Minimax theorems for American options without time-consistency
Belomestny, Denis
;
Hübner, Tobias
;
Krätschmer, Volker
; …
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10012023712
Saved in:
5
Superknoten in Sozialen Netzwerken : eine entropieoptimale Analyse
Brenner, Dominic
;
Rödder, Wilhelm
;
Kulmann, Friedhelm
-
2013
Persistent link: https://www.econbiz.de/10010234078
Saved in:
6
Entropiebasierte Analyse von Interaktionen in sozialen Netzwerken
Rödder, Wilhelm
;
Brenner, Dominic
;
Kulmann, Friedhelm
-
2012
Persistent link: https://www.econbiz.de/10009731607
Saved in:
7
Entropy-driven portfolio selection : a downside and upside risk framework
Rödder, Wilhelm
;
Gartner, Ivan Ricardo
;
Rudolph, Sandra
-
2009
Persistent link: https://www.econbiz.de/10003832361
Saved in:
8
Maximum entropy distributions inferred from option portfolios on an asset
Neri, Cassio
;
Schneider, Lorenz
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 293-318
Persistent link: https://www.econbiz.de/10009544666
Saved in:
9
Minimal q-entropy martingale measures for exponential time-changed Lévy processes
Kassberger, Stefan
;
Liebmann, Thomas
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 117-140
Persistent link: https://www.econbiz.de/10008824130
Saved in:
10
Quasi-continuous maximum entropy distribution approximation with Kernel density
Mazzoni, Thomas
;
Reucher, Elmar
-
2010
Persistent link: https://www.econbiz.de/10003947360
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