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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
Journal of econometrics
29
Econometric reviews
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European journal of operational research : EJOR
22
Finance research letters
22
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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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
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:
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
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:
5
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:
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
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:
8
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:
9
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:
10
Insider trading rules and price formation in securities markets : an entropy analysis of strategic trading
Keiber, Karl Ludwig
- In:
International journal of theoretical and applied finance
9
(
2006
)
8
,
pp. 1215-1243
Persistent link: https://www.econbiz.de/10003397168
Saved in:
11
Bayesian inference, prior information on volatility, and option pricing : a maximum entropy approach
Venagas-Martínez, Francisco
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10002625103
Saved in:
12
Model performance measures for expected utility maximizing investors
Friedman, Craig
;
Sandow, Sven
- In:
International journal of theoretical and applied finance
6
(
2003
)
4
,
pp. 355-401
Persistent link: https://www.econbiz.de/10001779822
Saved in:
13
The entropy theory of bond option pricing
Gulko, Les
- In:
International journal of theoretical and applied finance
5
(
2002
)
4
,
pp. 355-383
Persistent link: https://www.econbiz.de/10001682218
Saved in:
14
Convergence of minimum entropy option prices for weakly converging incomplete market models
Hubalek, Friedrich
;
Hudetz, Thomas
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 559-560
Persistent link: https://www.econbiz.de/10001524384
Saved in:
15
Information and entropy in incomplete markets
Tabakis, Evangelos
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 561
Persistent link: https://www.econbiz.de/10001524389
Saved in:
16
The entropic market hypothesis
Gulko, Les
- In:
International journal of theoretical and applied finance
2
(
1999
)
3
,
pp. 293-329
Persistent link: https://www.econbiz.de/10001437411
Saved in:
17
The entropy theory of stock option pricing
Gulko, Les
- In:
International journal of theoretical and applied finance
2
(
1999
)
3
,
pp. 331-355
Persistent link: https://www.econbiz.de/10001437414
Saved in:
18
Minimum-relative-entropy calibration of asset-pricing models
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 447-472
Persistent link: https://www.econbiz.de/10001255560
Saved in:
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