"The Impact of the Prior Density on a Minimum Relative Entropy Density: A ..."

Cassio Neri, Lorenz Schneider (2014)

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DOI: 10.3390/E16052642

access: open

type: Journal Article

metadata version: 2023-05-01

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Cassio Neri, Lorenz Schneider:
The Impact of the Prior Density on a Minimum Relative Entropy Density: A Case Study with SPX Option Data. Entropy 16(5): 2642-2668 (2014)

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