"Tail Risk Constraints and Maximum Entropy."

Donald Geman, Hélyette Geman, Nassim Nicholas Taleb (2015)

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DOI: 10.3390/E17063724

access: open

type: Journal Article

metadata version: 2018-11-14

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  - journals/entropy/GemanGT15
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  - https://dblp.org/rec/journals/entropy/GemanGT15
Donald Geman, Hélyette Geman, Nassim Nicholas Taleb:
Tail Risk Constraints and Maximum Entropy. Entropy 17(6): 3724-3737 (2015)

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