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Limits of Bayesian decision related quantities of binomial asset price models.

, and . Kybernetika, 48 (4): 750-767 (2012)

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Some Divergence Properties of Asset Price Models.. Entropy, 3 (5): 300-324 (2001)Optimal statistical decisions about some alternative financial models, and . Journal of Econometrics, 137 (2): 441--471 (April 2007)A precise bare simulation approach to the minimization of some distances. Foundations., and . CoRR, (2021)A precise bare simulation approach to the minimization of some distances. II. Further Foundations., and . CoRR, (2024)On a Cornerstone of Bare-Simulation Distance/Divergence Optimization., and . GSI (1), volume 14071 of Lecture Notes in Computer Science, page 105-116. Springer, (2023)Robust Estimation by Means of Scaled Bregman Power Distances. Part II. Extreme Values., and . GSI, volume 11712 of Lecture Notes in Computer Science, page 331-340. Springer, (2019)Robust Estimation by Means of Scaled Bregman Power Distances. Part I. Non-homogeneous Data., and . GSI, volume 11712 of Lecture Notes in Computer Science, page 319-330. Springer, (2019)Some New Flexibilizations of Bregman Divergences and Their Asymptotics., and . GSI, volume 10589 of Lecture Notes in Computer Science, page 514-522. Springer, (2017)On bounded entropy of solutions of multi-dimensional stochastic differential equations. Statistics & Probability Letters, 36 (4): 327--336 (Jan 3, 1998)A Precise Bare Simulation Approach to the Minimization of Some Distances. I. Foundations., and . IEEE Trans. Inf. Theory, 69 (5): 3062-3120 (May 2023)