JOSÉ LUIS
VILAR ZANÓN
Profesor titular de universidad
![Foto de Olivia](/img/nophoto.png)
Olivia
Peraita Ezcurra
Publications dans lesquelles il/elle collabore avec Olivia Peraita Ezcurra (2)
2019
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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
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Pricing illiquid assets by entropy maximization through linear goal programming
Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018