Statistics
Publications
4
Citations
343
H-Index
4
Active since
1997
Affiliations
Moscow University «Synergy»(Current)
Dominick J. Samperi is an author at Moscow University «Synergy» specializing in financial economics, option pricing, and business.
Publications per year
1997–2002
4
4
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
Exponential Hedging and Entropic Penalties
Freddy Delbaen, Peter Grandits, Thorsten Rheinländer et al. · Mathematical Finance · 2002 · 12 citations
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