Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Masson, Jean
and
Perrakis, Stylianos
1996.
A Jumping Smile.
SSRN Electronic Journal ,
STUTZER, MICHAEL
1996.
A Simple Nonparametric Approach to Derivative Security Valuation.
The Journal of Finance,
Vol. 51,
Issue. 5,
p.
1633.
Avellaneda, Marco
Friedman, Craig
Holmes, Richard
and
Samperi, Dominick
1997.
Calibrating volatility surfaces via relative-entropy minimization.
Applied Mathematical Finance,
Vol. 4,
Issue. 1,
p.
37.
Avellaneda, Marco
Friedman, Craig
Holmes, Richard NMI
and
Samperi, Dominick J.
1997.
Calibrating Volatility Surfaces via Relative-Entropy Minimization.
SSRN Electronic Journal ,
Gulko, Les
1997.
Applying Maximum Entropy to Econometric Problems.
Vol. 12,
Issue. ,
p.
237.
Hawkins, Raymond J.
1997.
Applying Maximum Entropy to Econometric Problems.
Vol. 12,
Issue. ,
p.
277.
Kortanek, Kenneth O.
and
Medvedev, V. G.
1998.
“Skewness and Stock Option Prices”, Hans Gerber and Bruno Landry, July 1997.
North American Actuarial Journal,
Vol. 2,
Issue. 2,
p.
114.
Avellaneda, Marco
1998.
Minimum-Relative-Entropy Calibration of Asset-Pricing Models.
International Journal of Theoretical and Applied Finance,
Vol. 01,
Issue. 04,
p.
447.
Stutzer, Michael
and
Chowdhury, Muinul
1999.
A Simple Non-Parametric Approach to Bond Futures Option Pricing.
The Journal of Fixed Income,
Vol. 8,
Issue. 4,
p.
67.
Hallerbach, Winfried G.
1999.
Current Topics in Quantitative Finance.
p.
80.
Jackwerth, Jens Carsten
1999.
Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review.
SSRN Electronic Journal ,
Brown, Gregory
and
Toft, Klaus Bjerre
1999.
Constructing Binomial Trees From Multiple Implied Probability Distributions.
The Journal of Derivatives,
Vol. 7,
Issue. 2,
p.
83.
Ormoneit, D.
and
White, H.
1999.
An efficient algorithm to compute maximum entropy densities.
Econometric Reviews,
Vol. 18,
Issue. 2,
p.
127.
Laurent, Jean Paul
and
Leisen, Dietmar P.J.
1999.
Building a Consistent Pricing Model from Observed Option Prices.
SSRN Electronic Journal ,
Jackwerth, Jens Carsten
1999.
Option-Implied Risk-Neutral Distributions and Implied Binomial Trees.
The Journal of Derivatives,
Vol. 7,
Issue. 2,
p.
66.
Fraser, Iain
2000.
An application of maximum entropy estimation: the demand for meat in the United Kingdom.
Applied Economics,
Vol. 32,
Issue. 1,
p.
45.
Stutzer, Michael J.
2000.
Simple Entropic Derivation of a Generalized Black-Scholes Option Pricing Model.
Entropy,
Vol. 2,
Issue. 2,
p.
70.
Tambakis, Demosthenes N.
2000.
On the Informational Content of Asset Prices.
SSRN Electronic Journal,
Avellaneda, Marco
Buff, Robert
Friedman, Craig
Grandchamp, Nicolas
Kruk, Lukasz
and
Newman, Joshua
2000.
Applied and Industrial Mathematics, Venice—2, 1998.
p.
1.
Bhar, Ramaprasad
and
Chiarella, Carl
2000.
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives.
The European Journal of Finance,
Vol. 6,
Issue. 2,
p.
113.