Emmanuel M. Tadjouddine. Calibration based on entropy minimization for a class of asset pricing models. Appl. Soft Comput., 42:431-438, 2016. [doi]
@article{Tadjouddine16,
title = {Calibration based on entropy minimization for a class of asset pricing models},
author = {Emmanuel M. Tadjouddine},
year = {2016},
doi = {10.1016/j.asoc.2016.02.004},
url = {http://dx.doi.org/10.1016/j.asoc.2016.02.004},
researchr = {https://researchr.org/publication/Tadjouddine16},
cites = {0},
citedby = {0},
journal = {Appl. Soft Comput.},
volume = {42},
pages = {431-438},
}