Silvia Mayoral

Publication Activity (10 Years)

Years Active: 2006-2019
Publications (10 Years): 2

Top Topics

Maximum Entropy

Decision Analysis

Top Venues

Publications

Erika Gomes-Gonçalves, Henryk Gzyl, Silvia Mayoral
Maximum Entropy Methods for Loss Data Analysis: Aggregation and Disaggregation Problems. Entropy 21 (8) (2019)
Henryk Gzyl, Silvia Mayoral
Maxentropic Solutions to a Convex Interpolation Problem Motivated by Utility Theory. Entropy 19 (4) (2017)
Erika Gomes-Gonçalves, Henryk Gzyl, Silvia Mayoral
Density Reconstructions with Errors in the Data. Entropy 16 (6) (2014)
Juan-Carlos Escanciano, Silvia Mayoral
Data-driven smooth tests for the martingale difference hypothesis. Comput. Stat. Data Anal. 54 (8) (2010)
Alejandro Balbás, Raquel Balbás, Silvia Mayoral
Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm. Eur. J. Oper. Res. 192 (2) (2009)
Alejandro Balbás, Raquel Balbás, Silvia Mayoral
Risk-neutral valuation with infinitely many trading dates. Math. Comput. Model. 45 (11-12) (2007)
Alejandro Balbás, Silvia Mayoral
Nonconvex optimization for pricing and hedging in imperfect markets. Comput. Math. Appl. 52 (1-2) (2006)