Pricing illiquid assets by entropy maximization through linear goal programming

  1. Vilar-Zanón, J.L.
  2. Peraita-Ezcurra, O.
Proceedings:
Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018

ISBN: 9783319898230

Year of publication: 2018

Pages: 513-518

Type: Conference paper

DOI: 10.1007/978-3-319-89824-7_91 GOOGLE SCHOLAR
Data source: Scopus