C. Neri (Lloyds Banking Group

Identifiers

• name variant C. Neri (Lloyds Banking Group 0.60 · backfill

Papers (2)

1. The Impact of the Prior Density on a Minimum Relative Entropy Density: A Case Study with SPX Option Data q-fin.PR · 2012 · author #1
2. Maximum Entropy Distributions Inferred from Option Portfolios on an Asset q-fin.PR · 2009 · author #1

Mentions

• 1201.2616 #1 · backfill · confidence 0.70 C. Neri (Lloyds Banking Group
• 0903.4542 #1 · backfill · confidence 0.70 C. Neri (Lloyds Banking Group

Frequent Coauthors

• France) 2 shared papers
• London 2 shared papers
• L. Schneider (EMLYON Business School 2 shared papers
• Lyon 2 shared papers
• UK) 2 shared papers