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20092023
most citedEuclidean Affine Functions and Applications to Calendar Algorithms

3 citations · 6 across the 5 of their papers we have counts for

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Showing 2009 · q-fin.PRShow all

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q-fin.PR2009

Maximum Entropy Distributions Inferred from Option Portfolios on an Asset

C. Neri, L. Schneider

We obtain the maximum entropy distribution for an asset from call and digital option prices. A rigorous mathematical proof of its existence and exponential form is given, which can…