The minimum-entropy algorithm and related methods for calibrating asset-pricing models

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Original languageEnglish (US)
Title of host publicationProceedings of the International Congress of Mathematicians
Subtitle of host publicationDocumenta Mathematica
StatePublished - 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