Exact Lower Bounds on the Exponential Moments of Truncated Random Variables (Q3014991): Difference between revisions

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Revision as of 10:22, 5 March 2024

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Exact Lower Bounds on the Exponential Moments of Truncated Random Variables
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    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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