Optimal statistical decisions about some alternative financial models (Q276923)
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scientific article; zbMATH DE number 6577365
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| English | Optimal statistical decisions about some alternative financial models |
scientific article; zbMATH DE number 6577365 |
Statements
Optimal statistical decisions about some alternative financial models (English)
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4 May 2016
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generalized Black-Scholes-Merton models
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Bayesian decisions
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Neyman-Pearson testing
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statistical divergences of hypothetic and alternative distributions
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Cressie-Read divergences
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Hellinger integrals
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Renyi distances
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total variation distance
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0.9045943
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0.8948591
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0.8841984
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0.88330853
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0.8750786
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0.8700609
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