NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE (Q4916592)
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scientific article; zbMATH DE number 6157911
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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