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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
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The measurement of health inequalities : does status matter?
Costa-Font, Joan; Cowell, Frank A. - 2016
The measurement of health inequalities usually involves either estimating the concentration of health outcomes using an income-based measure of status or applying conventional inequalitymeasurement tools to a health variable that is non-continuous or, in many cases, categorical. However, these...
Persistent link: https://www.econbiz.de/10011547679
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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
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Estimating macroeconomic uncertainty and discord using info-metrics
Lahiri, Kajal; Wang, Wuwei - 2019
significantly from normality. Even though the Shannon entropy is more inclusive of different facets of a forecast density, we find …
Persistent link: https://www.econbiz.de/10012024647
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Estimating bargaining-related tax advantages of multinational firms
Egger, Peter; Strecker, Nora Margot; Zoller-Rydzek, Benedikt - 2018
face lower relocation costs than NEs, which enhances their bargaining position. Using French firm-level data and entropy …
Persistent link: https://www.econbiz.de/10011822120
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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
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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
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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
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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
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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