Maximum Entropy Estimates for Risk-Neutral Probability Measures with Non-Strictly-Convex Data

Christopher J. Bose, Rua Murray. Maximum Entropy Estimates for Risk-Neutral Probability Measures with Non-Strictly-Convex Data. J. Optimization Theory and Applications, 161(1):285-307, 2014. [doi]

Authors

Christopher J. Bose

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Rua Murray

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