Joel Sebastián Schneider
(Joel Sebastian Schneider)

Personal Details

First Name:	Joel
Middle Name:
Last Name:	Schneider
Suffix:
RePEc Short-ID:	psc134
	[This author has chosen not to make the email address public]
	http://www.cema.edu.ar/u/jschneider02/
	54-011-63143000

Affiliation

(in no particular order)

Universidad del CEMA (CEMA University)

Buenos Aires, Argentina
https://ucema.edu.ar/
RePEc:edi:cemaaar (more details at EDIRC)

Centro de Economía Aplicada (CEA) (Center for Applied Economics)
Universidad del CEMA (CEMA University)

Buenos Aires, Argentina
https://ucema.edu.ar/cea
RePEc:edi:eacemar (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

Sorry, no citations of working papers recorded.

Articles

1. Cassio Neri & Lorenz Schneider, 2013. "A Family of Maximum Entropy Densities Matching Call Option Prices," Applied Mathematical Finance, Taylor & Francis Journals, vol. 20(6), pages 548-577, December.

   Cited by:

   1. Malhotra, Gifty & Srivastava, R. & Taneja, H.C., 2019. "Calibration of the risk-neutral density function by maximization of a two-parameter entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 45-54.
   2. Gzyl, Henryk & Mayoral, Silvia, 2016. "Determination of zero-coupon and spot rates from treasury data by maximum entropy methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 38-50.
   3. C. Neri & L. Schneider, 2012. "The Impact of the Prior Density on a Minimum Relative Entropy Density: A Case Study with SPX Option Data," Papers 1201.2616, arXiv.org, revised Sep 2013.
   4. Cassio Neri & Lorenz Schneider, 2012. "A Note on "A Family of Maximum Entropy Densities Matching Call Option Prices"," Papers 1212.4279, arXiv.org.

More information

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Corrections

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