Silvia Mayoral

Orcid: 0000-0002-6735-2604

According to our database1, Silvia Mayoral authored at least 7 papers between 2006 and 2019.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

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Bibliography

2019
Maximum Entropy Methods for Loss Data Analysis: Aggregation and Disaggregation Problems.
Entropy, 2019

2017
Maxentropic Solutions to a Convex Interpolation Problem Motivated by Utility Theory.
Entropy, 2017

2014
Density Reconstructions with Errors in the Data.
Entropy, 2014

2010
Data-driven smooth tests for the martingale difference hypothesis.
Comput. Stat. Data Anal., 2010

2009
Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm.
Eur. J. Oper. Res., 2009

2007
Risk-neutral valuation with infinitely many trading dates.
Math. Comput. Model., 2007

2006
Nonconvex optimization for pricing and hedging in imperfect markets.
Comput. Math. Appl., 2006


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