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 | 50 | 2004 |
Curso de Analise Real C Neri, M Cabral | 39 | 2006 |
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 | 13 | 1997 |
A Family of Maximum Entropy Densities Matching Call Option Prices C Neri, L Schneider Applied Mathematical Finance, 2013 | 12 | 2013 |
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 | 5 | 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 |