Original language | English (US) |
---|---|

Title of host publication | Proceedings of the International Congress of Mathematicians |

Subtitle of host publication | Documenta Mathematica |

State | Published - 1998 |

### Cite this

Avellaneda, M. (1998). The minimum-entropy algorithm and related methods for calibrating asset-pricing models. In

*Proceedings of the International Congress of Mathematicians: Documenta Mathematica***The minimum-entropy algorithm and related methods for calibrating asset-pricing models.** / Avellaneda, Marco.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Avellaneda, M 1998, The minimum-entropy algorithm and related methods for calibrating asset-pricing models. in

*Proceedings of the International Congress of Mathematicians: Documenta Mathematica.*Avellaneda M. The minimum-entropy algorithm and related methods for calibrating asset-pricing models. In Proceedings of the International Congress of Mathematicians: Documenta Mathematica. 1998

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title = "The minimum-entropy algorithm and related methods for calibrating asset-pricing models",

author = "Marco Avellaneda",

year = "1998",

language = "English (US)",

booktitle = "Proceedings of the International Congress of Mathematicians",

}

TY - GEN

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AU - Avellaneda, Marco

PY - 1998

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M3 - Conference contribution

BT - Proceedings of the International Congress of Mathematicians

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