Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Dokov, Steftcho P."'
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:
Finance Research Letters; Jan2023, Vol. 51, pN.PAG-N.PAG, 1p
Publikováno v:
Journal of Applied Functional Analysis; Apr2008, Vol. 3 Issue 2, p189-207, 19p
Publikováno v:
Journal of Heuristics; April 1999, Vol. 5 Issue: 1 p47-51, 5p