Exact Lower Bounds on the Exponential Moments of Truncated Random Variables (Q3014991): Difference between revisions
From MaRDI portal
Latest revision as of 06:00, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exact Lower Bounds on the Exponential Moments of Truncated Random Variables |
scientific article |
Statements
Exact Lower Bounds on the Exponential Moments of Truncated Random Variables (English)
0 references
8 July 2011
0 references
exponential moments
0 references
exact lower bounds
0 references
Winsorization
0 references
truncation
0 references
large deviations
0 references
nonuniform Berry-Esseen bounds
0 references
Cramér tilt transform
0 references
option pricing
0 references