Financial options and statistical prediction intervals
type: Item
instance of: scholarly article
title: Financial options and statistical prediction intervals
zbMATH Open document ID: 1042.62094
author: Per Aslak Mykland
published in: The Annals of Statistics
publication date: 2004-06-09T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 62M99
Mathematics Subject Classification ID: 62G15
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 2071016
zbMATH Keywords: analytic sets
zbMATH Keywords: coherent measures of risk
zbMATH Keywords: conservative delta hedging
zbMATH Keywords: incompleteness
zbMATH Keywords: prediction
zbMATH Keywords: statistical uncertainty
zbMATH Keywords: value at risk
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1065705113
OpenAlex ID: W2002521974
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DOI: 10.1214/AOS/1065705113
description: scientific article; zbMATH DE number 2071016