The Neyman–Pearson lemma for convex expectations

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Mathematics
Technology
Technology (General)
Industrial engineering
Management engineering
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Refrences
Title Journal Journal Categories Citations Publication Date
10.1007/978-3-662-04790-3_2
10.1515/9783110198065
10.1007/978-1-4757-1923-9
Quantile hedging Finance and Stochastics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Finance
  • Social Sciences: Statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 216 1999
Optional decomposition and Lagrange multipliers Finance and Stochastics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Finance
  • Social Sciences: Statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 33 1997