Exact Lower Bounds on the Exponential Moments of Truncated Random Variables (Q3014991): Difference between revisions
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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)
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8 July 2011
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exponential moments
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exact lower bounds
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Winsorization
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truncation
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large deviations
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nonuniform Berry-Esseen bounds
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Cramér tilt transform
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option pricing
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