Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Dokov, Steftcho"'
Publikováno v:
In Finance Research Letters January 2023 51
Autor:
Dokov, Steftcho Pentchev.
Publikováno v:
Access restricted to users with UT Austin EID Full text (PDF) from UMI/Dissertation Abstracts International.
Thesis (Ph. D.)--University of Texas at Austin, 2001.
Vita. Includes bibliographical references. Available also from UMI/Dissertation Abstracts International.
Vita. Includes bibliographical references. Available also from UMI/Dissertation Abstracts International.
Externí odkaz:
http://www.lib.utexas.edu/etd/r/d/2001/d685/dokovs016.pdf#page=2
http://wwwlib.umi.com/cr/utexas/fullcit?p3031041
http://wwwlib.umi.com/cr/utexas/fullcit?p3031041
Autor:
Dokov, Steftcho P., Morton, David P.
Publikováno v:
Mathematics of Operations Research, 2005 Aug 01. 30(3), 662-677.
Externí odkaz:
https://www.jstor.org/stable/25151676
Autor:
Dokov, Steftcho P., Morton, David P.
We develop a decreasing sequence of upper bounds on the expectation of a convex function. The n-th term in the sequence uses moments and cross-moments of up to degree n from the underlying random vector. Our work has application to a class of two-sta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aac8a0a703276b5d261016679de84b30
Autor:
Dokov, Steftcho P., Morton, David P.
We develop a class of lower bounds on the expectation of a convex function. The bounds utilize the first two moments of the underlying random variable, whose support is contained in a bounded interval or hyper-rectangle. Our bounds have applications
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::60bef34ad72590ab19a35bfcb781815b
Publikováno v:
Journal of Applied Functional Analysis; Apr2008, Vol. 3 Issue 2, p189-207, 19p
Publikováno v:
Journal of Heuristics; Apr1999, Vol. 5 Issue 1, p47-51, 5p