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"Maximum Entropy Estimates for Risk-Neutral Probability Measures with ..."

Christopher J. Bose, Rua Murray (2014)

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DOI: 10.1007/S10957-013-0349-X

access: closed

type: Journal Article

metadata version: 2020-04-07

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Christopher J. Bose, Rua Murray:
Maximum Entropy Estimates for Risk-Neutral Probability Measures with Non-Strictly-Convex Data. J. Optim. Theory Appl. 161(1): 285-307 (2014)

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