Joel Sebastián Schneider
(Joel Sebastian Schneider)
|[This author has chosen not to make the email address public]|
(in no particular order)
Universidad del CEMA (CEMA University)Buenos Aires, Argentina
RePEc:edi:cemaaar (more details at EDIRC)
Centro de Economía Aplicada (CEA) (Center for Applied Economics)
Buenos Aires, Argentina
Universidad del CEMA (CEMA University)
RePEc:edi:eacemar (more details at EDIRC)
Research outputJump to: Working papers Articles
- Joel Sebastián Schneider, 2004. "El rol de los gobernadores opositores en las elecciones presidenciales," CEMA Working Papers: Serie Documentos de Trabajo. 281, Universidad del CEMA.
- 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.
CitationsMany 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.
Sorry, no citations of working papers recorded.
- 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.
- Cassio Neri & Lorenz Schneider, 2012. "A Note on "A Family of Maximum Entropy Densities Matching Call Option Prices"," Papers 1212.4279, arXiv.org.
- 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.
- 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.
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