Maximum entropy distributions inferred from option portfolios on an asset C Neri, L Schneider
Finance and Stochastics 16, 293-318, 2012
55 2012 Statistical mechanics of the N-point vortex system with random intensities on a bounded domain C Neri
Annales de l'Institut Henri Poincaré C 21 (3), 381-399, 2004
49 2004 Curso de Analise Real C Neri, M Cabral
37 2006 A Family of Maximum Entropy Densities Matching Call Option Prices C Neri, L Schneider
Applied Mathematical Finance, 2013
13 2013 Modeling and Simulation of Horizontal Wellbore-Reservoir Flow Equations IMU Dickstein, F., P Lara, A.Q., IMU Neri, C., P Peres, A.M.
Latin American and Caribbean Petroleum Engineering Conference, 1997
12 1997 The Impact of the Prior Density on a Minimum Relative Entropy Density: A Case Study with SPX Option Data C Neri, L Schneider
Entropy Special Issue "Maximum Entropy and Its Application" 16 (5), 2642-2668, 2014
6 2014 Statistical Mechanics of the N-Point Vortex System with Random Intensities on R^2 C Neri
Electronic Journal of Differential Equations 2005 (92), 1-26, 2005
5 2005 A loopless and branchless algorithm to generate the next Dyck word C Neri
arXiv preprint arXiv:1602.06426, 2016
4 2016 A Note on "A Family of Maximum Entropy Densities Matching Call Option Prices" C Neri, L Schneider
arXiv preprint arXiv:1212.4279, 2012
1 2012 Shorter and faster than Sort3AlphaDev C Neri
arXiv preprint arXiv:2307.14503, 2023
2023 Euclidean affine functions and their application to calendar algorithms C Neri, L Schneider
Software: Practice and Experience 53 (4), 937-970, 2023
2023 Quick Modular Calculations (Part 3) C Neri
Overload 156, 10-13, 2020
2020 Quick Modular Calculations (Part 2) C Neri
Overload 155, 14-17, 2020
2020 Quick Modular Calculations (Part 1) C Neri
Overload 154, 11-15, 2019
2019 Complex Logic in the Member Initialiser List C Neri
Overload 112, 8-12, 2012
2012 Efficient Use of Lambda Expressions and std::function C Neri
Dr.Dobb's, 2012
2012 Maximum Entropy Distributions for Futures Prices C Neri, L Schneider
2011 Twisting the RTTI System for Safe Dynamic Casts of void* in C++ C Neri
Dr.Dobb's, 2011
2011 The Impossible Problem C Neri
Eureka 23, 32-39, 2006
2006 Statistical mechanics of the C Neri
Electronic Journal of Differential Equations (EJDE)[electronic only] 2005, 2005
2005