Publications by the researcher in collaboration with Olivia Peraita Ezcurra (2)

2019

  1. A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy

    Decisions in Economics and Finance, Vol. 42, Núm. 1, pp. 259-276

2018

  1. Pricing illiquid assets by entropy maximization through linear goal programming

    Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018