A Robust Approach to Tilting: Parametric Relative Entropy

SSRN Electronic Journal 2026 Preprint Open access

Read full text
Authors: Carlos Montes-Galdón, Joan Paredes, Elias Wolf
DOI: 10.2139/ssrn.6354418
Cited by: 0

Fields of Study & Subjects

Forecasting Techniques and Applications Statistical Distribution Estimation and Applications Financial Risk and Volatility Modeling

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint