NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE (Q4916592)
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scientific article; zbMATH DE number 6157911
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| default for all languages | No label defined |
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| English | NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE |
scientific article; zbMATH DE number 6157911 |
Statements
NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE (English)
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25 April 2013
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Neyman-Pearson theory
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hypothesis testing
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optimal hedging
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shortfall risk
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0.85005677
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0.8465277
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0.8366045
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0.8362051
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0.82531065
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