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1. Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle. (2024). Guyon, Julien.
   In: Finance and Stochastics.
   RePEc:spr:finsto:v:28:y:2024:i:1:d:10.1007_s00780-023-00524-y.

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2. The impact of diversification on the profitability and risk of Chinese banks: evidence from a semiparametric approach. (2024). Tortosa-Ausina, Emili ; Wu, Minzhi ; Cruz-Garca, Paula.
   In: Empirical Economics.
   RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02619-7.

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3. Designing risk-free service for renewable wind and solar resources. (2024). Palepu, Sai ; Gupta, Aparna.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:315:y:2024:i:2:p:715-728.

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4. Travelling wave solutions of an equation of Harry Dym type arising in the Black-Scholes framework. (2024). Kourakis, Ioannis ; Albani, Vinicius ; Singh, Kuldeep ; Zubelli, Jorge P.
   In: Papers.
   RePEc:arx:papers:2412.19020.

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5. Martingale Schrödinger bridges and optimal semistatic portfolios. (2023). Nutz, Marcel ; Zhao, Long ; Wiesel, Johannes.
   In: Finance and Stochastics.
   RePEc:spr:finsto:v:27:y:2023:i:1:d:10.1007_s00780-022-00490-x.

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6. Reinforcement Procedure for Randomized Machine Learning. (2023). Popkov, Yuri S ; Dubnov, Yuri A ; Yu, Alexey.
   In: Mathematics.
   RePEc:gam:jmathe:v:11:y:2023:i:17:p:3651-:d:1223667.

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7. Impact of Market Changes and Regulatory Measures on Accuracy of Bond Valuation in Portfolios of Russian Credit Institutions. (2023). Danilov, Evgeny.
   In: Russian Journal of Money and Finance.
   RePEc:bkr:journl:v:82:y:2023:i:4:p:108-125.

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8. Minimal Kullback-Leibler Divergence for Constrained L\evy-It\^o Processes. (2022). Pesenti, Silvana M ; Jaimungal, Sebastian.
   In: Papers.
   RePEc:arx:papers:2206.14844.

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9. Martingale Schr\odinger Bridges and Optimal Semistatic Portfolios. (2022). Nutz, Marcel ; Zhao, Long ; Wiesel, Johannes.
   In: Papers.
   RePEc:arx:papers:2204.12250.

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10. Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model. (2021). Doko Tchatoka, Firmin ; Sriananthakumar, Sivagowry ; Fard, Farzad Alavi.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:97-:d:507723.

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11. Robust Identification of Investor Beliefs. (2020). Hansen, Lars ; Chen, Xiaohong.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27257.

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12. Bank Diversification and Focus in Disruptive Times: China, 2007–2018. (2020). Tortosa-Ausina, Emili ; Wu, Minzhi.
    In: Working Papers.
    RePEc:jau:wpaper:2020/21.

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13. Analysis of a micro–macro acceleration method with minimum relative entropy moment matching. (2020). Lelievre, Tony ; Zieliski, Przemysaw ; Samaey, Giovanni.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:130:y:2020:i:6:p:3753-3801.

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14. Robust Identification of Investor Beliefs. (2020). Hansen, Lars ; Chen, Xiaohong.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2236.

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15. Robust Identification of Investor Beliefs. (2020). Hansen, Lars ; Chen, Xiaohong.
    In: Working Papers.
    RePEc:bfi:wpaper:2020-69.

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16. A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy. (2019). Peraita-Ezcurra, Olivia ; Vilar-Zanon, Jose L.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00236-z.

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17. From (Martingale) Schrodinger bridges to a new class of Stochastic Volatility Models. (2019). Henry-Labordere, Pierre.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02090807.

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18. A utility adjusted newsvendor model with stochastic demand. (2019). He, Jian ; Jie, Ferry ; Fard, Farzad Alavi ; Ivanov, Dmitry.
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:211:y:2019:i:c:p:154-165.

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19. From (Martingale) Schrodinger bridges to a new class of Stochastic Volatility Models. (2019). Henry-Labordere, Pierre.
    In: Papers.
    RePEc:arx:papers:1904.04554.

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20. Coordinated Development of Metropolitan Logistics and Economy Toward Sustainability. (2018). Lan, Shulin ; Tseng, Ming-Lang.
    In: Computational Economics.
    RePEc:kap:compec:v:52:y:2018:i:4:d:10.1007_s10614-017-9788-z.

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21. CONVEX REGULARIZATION OF LOCAL VOLATILITY ESTIMATION. (2017). Albani, Vinicius ; Zubelli, Jorge P ; de Cezaro, Adriano.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:20:y:2017:i:01:n:s0219024917500066.

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22. Dynamic portfolio management with views at multiple horizons. (2016). nicolosi, marco ; Meucci, A.
    In: Applied Mathematics and Computation.
    RePEc:eee:apmaco:v:274:y:2016:i:c:p:495-518.

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23. Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model. (2015). Doko Tchatoka, Firmin ; Sriananthakumar, Sivagowry ; Tchakota, Firmin Doko ; Fard, Farzad Alavi.
    In: School of Economics Working Papers.
    RePEc:adl:wpaper:2015-17.

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24. Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing. (2014). Uryasev, Stan ; Rockafellar, R. ; Tsyurmasto, Peter ; Veremyev, Alexander.
    In: Computational Management Science.
    RePEc:spr:comgts:v:11:y:2014:i:4:p:341-364.

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25. Pricing participating products with Markov-modulated jump–diffusion process: An efficient numerical PIDE approach. (2013). Siu, Tak Kuen ; Fard, Farzad Alavi.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:3:p:712-721.

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26. Option pricing and Esscher transform under regime switching. (2005). Siu, Tak Kuen.
    In: Annals of Finance.
    RePEc:kap:annfin:v:1:y:2005:i:4:p:423-432.

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27. Large Sample Properties of Weighted Monte Carlo Estimators. (2005). Glasserman, Paul ; Yu, Bin.
    In: Operations Research.
    RePEc:inm:oropre:v:53:y:2005:i:2:p:298-312.

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28. Consistent Estimation of Pricing Kernels from Noisy Price Data. (2003). Kargin, Vladislav.
    In: Finance.
    RePEc:wpa:wuwpfi:0311001.

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29. Consistent Estimation of Pricing Kernels from Noisy Price Data. (2003). Kargin, Vladislav.
    In: Papers.
    RePEc:arx:papers:math/0310223.

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