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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Entropie"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
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Entropie
Statistische Verteilung
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Entropy
18
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10
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10
Statistical distribution
5
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3
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3
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1
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1
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1
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1
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International journal of theoretical and applied finance
Journal of econometrics
29
Econometric reviews
24
European journal of operational research : EJOR
22
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
21
Economics letters
20
International journal of production research
19
Finance research letters
18
Computational economics
15
Discussion paper / Tinbergen Institute
14
Energy economics
14
Insurance / Mathematics & economics
14
Journal of risk and financial management : JRFM
14
Advances in econometrics
13
American journal of agricultural economics
13
Journal of economic theory
13
Physica A: Statistical Mechanics and its Applications
12
Applying maximum entropy to econometric problems
11
Applied economics
9
Finance and stochastics
9
International journal of production economics
9
Opsearch : journal of the Operational Research Society of India
9
Journal of economic interaction and coordination : JEIC
8
Networks and spatial economics : a journal of infrastructure modeling and computation
8
Operations research
8
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7
Discussion paper series / IZA
7
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7
Journal of banking & finance
7
Journal of economic behavior & organization : JEBO
7
Journal of economic dynamics & control
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Mathematics of operations research
7
TMD discussion paper
7
Technological forecasting & social change : an international journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
Working paper series
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6
Discussion paper / Centre for Economic Policy Research
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Economic systems research : journal of the International Input-Output Association
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1
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
2
The minimal k-
entropy
martingale measure
Trivellato, Barbara
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009672603
Saved in:
3
Option pricing with a levy-type stochastic dynamic model for stock price process under semi-Markovian structural perturbations
Assonken, Patrick
;
Ladde, Gangaram S.
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-72
Persistent link: https://www.econbiz.de/10011419362
Saved in:
4
Sieve estimation of the minimal
entropy
martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
5
Credit modeling under jump diffusions with exponentially distributed jumps : stable calibration, dynamics and GAP risk
Hellmich, Martin
;
Kassberger, Stefan
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009779752
Saved in:
6
Robust exponential hedging and indifference valuation
Owari, Keita
- In:
International journal of theoretical and applied finance
13
(
2010
)
7
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10008906207
Saved in:
7
Estimating univariate distributions via relative
entropy
minimization : case studies on financial and economic data
Friedman, Craig
;
Zhang, Yangyong
;
Huang, Jinggang
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 163-193
Persistent link: https://www.econbiz.de/10008860416
Saved in:
8
Pricing for geometric marked point processes under partial information :
entropy
approach
Ceci, Claudia
;
Gerardi, Anna
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 179-207
Persistent link: https://www.econbiz.de/10003855758
Saved in:
9
Empirical copulas for CDO trance pricing using relative
entropy
Dempster, Michael A. H.
;
Medova, Elena A.
;
Yang, Seung W.
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 679-701
Persistent link: https://www.econbiz.de/10003503370
Saved in:
10
Information, model performance, pricing and trading measures in incomplete markets
Huang, Jinggang
;
Sandow, Sven
;
Friedman, Craig
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 373-400
Persistent link: https://www.econbiz.de/10003344314
Saved in:
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