Applications of the Likelihood Theory in Finance: Modelling and Pricing (Q4968558): Difference between revisions
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| Property / DOI: 10.1111/j.1751-5823.2012.00197.x / rank | |||
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| Property / author: Arnold Janssen / rank | |||
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| Property / author: Arnold Janssen / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID: W1927405722 / rank | |||
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| Property / arXiv ID: 1204.4611 / rank | |||
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| Property / DOI: 10.1111/J.1751-5823.2012.00197.X / rank | |||
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Latest revision as of 15:28, 30 December 2024
scientific article; zbMATH DE number 7080726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of the Likelihood Theory in Finance: Modelling and Pricing |
scientific article; zbMATH DE number 7080726 |
Statements
Applications of the Likelihood Theory in Finance: Modelling and Pricing (English)
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16 July 2019
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statistical experiment
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filtered likelihood ratio process
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martingale measure
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pricing formula
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Bayes risk
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Neyman-Pearson test
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completeness
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contiguity
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local asymptotic normality
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