Optimal statistical decisions about some alternative financial models (Q276923)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal statistical decisions about some alternative financial models |
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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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