Minimum-relative-entropy calibration of asset pricing models

Research output: Contribution to journalArticle

Original languageEnglish (US)
JournalInternational Journal of Theoretical and Applied Finance
StatePublished - 1998

Cite this

@article{e290efdcf6aa4e299c23ee2a217b32af,
title = "Minimum-relative-entropy calibration of asset pricing models",
author = "Marco Avellaneda",
year = "1998",
language = "English (US)",
journal = "International Journal of Theoretical and Applied Finance",
issn = "0219-0249",
publisher = "World Scientific Publishing Co. Pte Ltd",

}

TY - JOUR

T1 - Minimum-relative-entropy calibration of asset pricing models

AU - Avellaneda, Marco

PY - 1998

Y1 - 1998

M3 - Article

JO - International Journal of Theoretical and Applied Finance

JF - International Journal of Theoretical and Applied Finance

SN - 0219-0249

ER -