Concepedia

Craig A. Friedman

CA

Statistics

Publications

6

Citations

381

H-Index

6

Active since

1997

Affiliations

American Standard (United States)(Current)

Craig A. Friedman is an author at American Standard (United States) specializing in relative entropy, business, and optimization.

Publications per year

1997–2007

6

Publications

6

Calibrating volatility surfaces via relative-entropy minimization

Marco Avellaneda, Craig A. Friedman, Richard B. Holmes et al. · Applied Mathematical Finance · 1997 · 263 citations

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Calibrating Volatility Surfaces via Relative-Entropy Minimization

Marco Avellaneda, Craig A. Friedman, Richard B. Holmes et al. · SSRN Electronic Journal · 1997 · 54 citations · Full text

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A Utility-Based Approach to Some Information Measures

Craig A. Friedman, Jinggang Huang, Sven Sandow · Entropy · 2007 · 28 citations · Full text

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MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS

Craig A. Friedman, Sven Sandow · International Journal of Theoretical and Applied Finance · 2003 · 13 citations · Full text

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Learning Probabilistic Models: An Expected Utility Maximization Approach

Craig A. Friedman, Sven Sandow · SSRN Electronic Journal · 2003 · 13 citations · Full text

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