Applications of the Likelihood Theory in Finance: Modelling and Pricing (Q4968558): Difference between revisions

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scientific article; zbMATH DE number 7080726
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English
Applications of the Likelihood Theory in Finance: Modelling and Pricing
scientific article; zbMATH DE number 7080726

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    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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