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Entropy and concentration. (English) Zbl 1484.60021

De Mari, Filippo (ed.) et al., Harmonic and applied analysis. From Radon transforms to machine learning. Based on contributions presented at the 2nd and 3rd summer schools on applied harmonic analysis, University of Genova, Genova, Italy, 2017 and 2019. Cham: Birkhäuser. Appl. Numer. Harmon. Anal., 55-100 (2021).
MSC:  60E15 60C05
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Empirical performance of the constant elasticity variance option pricing model. (English) Zbl 1452.91305

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1903-1942 (2021).
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