Seppalainen, Timo
- A convexity property of expectations under exponential weights
2007/07/30 by Márton Balázs, Marton Balazs, Balazs, Marton +3 · 3 citations
Economics, Econometrics and Finance · Mathematics · #60E15 #60K35 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60E15 #msc:60K35