Volltext-Downloads (blau) und Frontdoor-Views (grau)
  • search hit 1 of 1
Back to Result List

Information geometry in mathematical finance. Model risk, worst and almost worst scenarios

Export metadata

Additional Services

Share in Twitter Search Google Scholar
Metadaten
Author:Thomas Breuer, Imre Csiszar
ISBN:978-1-4799-0446-4
Parent Title (English):2013 IEEE International Symposium on Information Theory Proceedings (ISIT 2013). Istanbul, Turkey, 7 - 12 July 2013
Publisher:IEEE
Place of publication:Piscataway, NJ
Document Type:Conference Proceeding
Language:English
Year of publication:2013
Release Date:2018/11/22
Tag:Bregman ball; Convex functions; Educational institutions; I-divergence; Information theory; Mathematical model; Model risk; Uncertainty; almost worst scenarios; convex integral functional; convex integral functionals; f-divergence ball; finance; geometric intuition; geometry; information geometry; mathematical finance; moment constraints; risk analysis
First Page:404
Last Page:408
Organisationseinheit:Technik / Department of Computer Science
Publicationlist:Breuer, Thomas