GENERALIZED NEYMAN-PEARSON LEMMA VIA CONVEX DUALITY ⁄

By Jakša Cvitanić, Ioannis Karatzas. 2001

72 citations recorded by the source corpus.

Subfields: Applied Mathematics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/3676a5187fd50cf0d3708ceacc2763d436440b59