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]
@article{BoseM14,
title = {Maximum Entropy Estimates for Risk-Neutral Probability Measures with Non-Strictly-Convex Data},
author = {Christopher J. Bose and Rua Murray},
year = {2014},
doi = {10.1007/s10957-013-0349-x},
url = {http://dx.doi.org/10.1007/s10957-013-0349-x},
researchr = {https://researchr.org/publication/BoseM14},
cites = {0},
citedby = {0},
journal = {J. Optimization Theory and Applications},
volume = {161},
number = {1},
pages = {285-307},
}