Showing 1 - 3 results of 3 for search 'Peter Joseph Mercurio', query time: 0.04s Refine Results
  1. 1
    Option Portfolio Selection with Generalized Entropic Portfolio Optimization
    by Peter Joseph Mercurio, Yuehua Wu, Hong Xie
    Published 2020-07-01
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    Article
  2. 2
    An Entropy-Based Approach to Portfolio Optimization
    by Peter Joseph Mercurio, Yuehua Wu, Hong Xie
    Published 2020-03-01
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    Article
  3. 3
    Portfolio Optimization for Binary Options Based on Relative Entropy
    by Peter Joseph Mercurio, Yuehua Wu, Hong Xie
    Published 2020-07-01
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    Article
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