Applications of the likelihood theory in finance: modelling and pricing (Q4968558)
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scientific article; zbMATH DE number 7080726
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| English | Applications of the likelihood theory in finance: modelling and pricing |
scientific article; zbMATH DE number 7080726 |
Statements
Applications of the Likelihood Theory in Finance: Modelling and Pricing (English)
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16 July 2019
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statistical experiment
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filtered likelihood ratio process
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martingale measure
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pricing formula
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Bayes risk
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Neyman-Pearson test
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completeness
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contiguity
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local asymptotic normality
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0.7389561533927917
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0.7331122159957886
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0.7318323850631714
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