Comput Manag Sci DOI[removed]s10287[removed]ORIGINAL PAPER Calibrating probability distributions with convexconcave-convex functions: application to CDO pricing

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Date: 2013-07-30 14:13:11 Probability Principle of maximum entropy Probability distribution Convex optimization Entropy Log-normal distribution Probability density function Maximum entropy probability distribution Statistics Probability and statistics Statistical theory		Comput Manag Sci DOI[removed]s10287[removed]ORIGINAL PAPER Calibrating probability distributions with convexconcave-convex functions: application to CDO pricing Add to Reading List Source URL: www.ise.ufl.edu Download Document from Source Website File Size: 571,02 KB Share Document on Facebook

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