Tail Risk Constraints and Maximum Entropy

Author: Geman Donald   Geman Hélyette   Taleb Nassim Nicholas  

Publisher: MDPI

E-ISSN: 1099-4300|17|6|3724-3737

ISSN: 1099-4300

Source: Entropy, Vol.17, Iss.6, 2015-06, pp. : 3724-3737

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Abstract