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Cassio Neri
Cassio Neri
Millennium Management
在 uk.mlp.com 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Maximum entropy distributions inferred from option portfolios on an asset
C Neri, L Schneider
Finance and Stochastics 16, 293-318, 2012
552012
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
502004
Curso de Analise Real
C Neri, M Cabral
392006
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
131997
A Family of Maximum Entropy Densities Matching Call Option Prices
C Neri, L Schneider
Applied Mathematical Finance, 2013
122013
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
52014
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
52005
A loopless and branchless algorithm to generate the next Dyck word
C Neri
arXiv preprint arXiv:1602.06426, 2016
42016
A Note on "A Family of Maximum Entropy Densities Matching Call Option Prices"
C Neri, L Schneider
arXiv preprint arXiv:1212.4279, 2012
12012
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
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