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Deformed Exponentials and Applications to Finance

JOURNAL ARTICLE published 2 September 2013 in Entropy

Authors: Barbara Trivellato

https://doi.org/10.3390/e15093471 Actions

Information-Geometric Markov Chain Monte Carlo Methods Using Diffusions

JOURNAL ARTICLE published 3 June 2014 in Entropy

Authors: Samuel Livingstone | Mark Girolami

https://doi.org/10.3390/e16063074 Actions

Marion Frank, Der Aufbau der Wörterbuchartikel Jacob Grimms: etymologische Teile, Semasiologie, Geschichtsbegriff, Sprache & Kultur, Aachen: Shaker Verlag 1999

JOURNAL ARTICLE published 2 August 2004 in Lexicographica

Authors: Michael Schlaefer

https://doi.org/10.1515/9783484604568.378 Actions

Importance sampling for jump–diffusions via cross-entropy

JOURNAL ARTICLE published 2018 in Journal of Computational Finance

Authors: Rebecca Rieke | Weifeng Sun | Hui Wang

https://doi.org/10.21314/jcf.2018.349 Actions

Exploring the Neighborhood of q-Exponentials

JOURNAL ARTICLE published 11 December 2020 in Entropy

Authors: Henrique Santos Lima | Constantino Tsallis

https://doi.org/10.3390/e22121402 Actions

Some Divergence Properties of Asset Price Models

JOURNAL ARTICLE published 20 December 2001 in Entropy

Authors: Wolfgang Stummer

https://doi.org/10.3390/e3050300 Actions

Peierls–Bogolyubov’s Inequality for Deformed Exponentials

JOURNAL ARTICLE published 12 June 2017 in Entropy

Authors: Frank Hansen | Jin Liang | Guanghua Shi

https://doi.org/10.3390/e19060271 Actions

On exponentials of additive functionals of Markov processes

JOURNAL ARTICLE published January 2000 in Stochastic Processes and their Applications

Authors: W. Stummer | K.-Th. Sturm

https://doi.org/10.1016/s0304-4149(99)00064-2 Actions

Free diffusions, free entropy and free Fisher information

JOURNAL ARTICLE published October 2001 in Annales de l'Institut Henri Poincare (B) Probability and Statistics

Authors: P Biane

https://doi.org/10.1016/s0246-0203(00)01074-8 Actions

Analytical and Numerical Treatments of Conservative Diffusions and the Burgers Equation

JOURNAL ARTICLE published 25 June 2018 in Entropy

Authors: Dimiter Prodanov

https://doi.org/10.3390/e20070492 Actions

Computing hitting time densities for CIR and OU diffusions: applications to mean-reverting models

JOURNAL ARTICLE published 2004 in The Journal of Computational Finance

Authors: Vadim Linetsky

https://doi.org/10.21314/jcf.2004.120 Actions

Polynomial parameter estimations of close to Gaussian random variables

JOURNAL ARTICLE published September 2004 in Computational Statistics

Authors: Yuriy A. Kochkarev

https://doi.org/10.1007/bf03372111 Actions

Generalized Nonadditive Information Theory and Quantum Entanglement

BOOK CHAPTER published 15 April 2004 in Nonextensive Entropy

Authors: Sumiyoshi Abe

https://doi.org/10.1093/oso/9780195159769.003.0007 Actions

Time-Homogeneous Scalar Diffusions

BOOK CHAPTER published 2013 in Functionals of Multidimensional Diffusions with Applications to Finance

Authors: Jan Baldeaux | Eckhard Platen

https://doi.org/10.1007/978-3-319-00747-2_16 Actions

Pricing Using Affine Diffusions

BOOK CHAPTER published 2013 in Functionals of Multidimensional Diffusions with Applications to Finance

Authors: Jan Baldeaux | Eckhard Platen

https://doi.org/10.1007/978-3-319-00747-2_8 Actions

Information, Entropy and Evolutionary Finance

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jing Chen

https://doi.org/10.2139/ssrn.350683 Actions

Parametric Estimation of Jump-Diffusions

BOOK CHAPTER published in Springer Finance

https://doi.org/10.1007/978-3-540-49959-6_24 Actions

Nonparametric Estimation of Jump-Diffusions

BOOK CHAPTER published in Springer Finance

https://doi.org/10.1007/978-3-540-49959-6_25 Actions

Some Dissimilarity Measures of Branching Processes and Optimal Decision Making in the Presence of Potential Pandemics

JOURNAL ARTICLE published 8 August 2020 in Entropy

Research funded by Studienstiftung des Deutschen Volkes (No number)

Authors: Niels B. Kammerer | Wolfgang Stummer

https://doi.org/10.3390/e22080874 Actions

Sustainable agriculture in Central and Eastern European countries. The environmental effects of transition and needs for changeF.W. Gatzweiler, R. Judis and K. Hagedorn, Aachen: Shaker Verlag, 2002, 369pp, Euro 28.00

JOURNAL ARTICLE published July 2004 in Journal of Rural Studies

Authors: K WILK

https://doi.org/10.1016/s0743-0167(03)00068-8 Actions
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