Publication Search Results
Exact matches for:
- Author = Kelly MF
1.
Buchen PW, Kelly MF
Peter W Buchen, Michael F Kelly:
Asset price distributions inferred from linear inverse theory,
Journal of Computational Finance,
3
(2000),
53–69.
2.
Kelly MF, Buchen PW
Kelly, M.F. and Buchen, P.W.:
The simulation from option prices of joint distributions for asset prices, interest rates and volatility,
ANU Workshop on Quantitative Methods in Finance, Financial Research Report,
ANU Workshop on Quantitative Methods in Finance, Financial Research Report,
FMRR-008-96
(1996),
329–344.
3.
Buchen PW, Kelly MF
Buchen, P.W. and Kelly, M.F.:
The maximum entropy distribution of an asset inferred from option prices,
Journal of Financial and Quantitative Analysis,
31
(1996),
143–159.
4.
Kelly MF, Buchen PW
Kelly, M.F. and Buchen, P.W.:
The estimation of the underlying asset distribution at maturity,
ANU Workshop on Stochastics and Finance, Financial Mathematics Research Report,
ANU Workshop on Stochastics and Finance, Financial Mathematics Research Report,
FMRR-004-95
(1995),
171–190.
5.
Buchen PW, Kelly MF
Buchen, P.W. and Kelly, M.F.:
Maximum entropy applied to financial options,
ANU Workshop on Stochastics and Finance, Financial Mathematics Research Report,
ANU Workshop on Stochastics and Finance, Financial Mathematics Research Report,
SRR-016-94
(1994),
7–30.
| Number of matches: 5 |