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

The minimum-entropy algorithm and related methods for calibrating asset-pricing models. / Avellaneda, Marco.

Proceedings of the International Congress of Mathematicians: Documenta Mathematica. 1998.

Research output: Chapter in Book/Report/Conference proceedingConference 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
Avellaneda, Marco. / The minimum-entropy algorithm and related methods for calibrating asset-pricing models. Proceedings of the International Congress of Mathematicians: Documenta Mathematica. 1998.
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