An Entropy-Based Approach to Portfolio Optimization. - Peter Joseph Mercurio; Yuehua Wu; Hong Xie (Entropy, 2020)

Portfolio Optimization for Binary Options Based on Relative Entropy. - Peter Joseph Mercurio; Yuehua Wu; Hong Xie (Entropy, 2020)

Option Portfolio Selection with Generalized Entropic Portfolio Optimization. - Peter Joseph Mercurio; Yuehua Wu; Hong Xie (Entropy, 2020)