✦ LIBER ✦

Jensen’s Inequality in Finance

✍ Scribed by Samih Antoine Azar

Publisher: Springer US
Year: 2008
Tongue: English
Weight: 132 KB
Volume: 14
Category: Article
ISSN: 1083-0898
DOI: 10.1007/s11294-008-9172-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Jensen's inequality

✍ F. V. Guseinov 📂 Article 📅 1987 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 404 KB

On Jensen-McShane’s inequality

✍ V. Čuljak; B. Ivanković; J. Pečarić 📂 Article 📅 2009 🏛 Springer Netherlands 🌐 English ⚖ 210 KB

On Jensen’s inequality and Hölder’s ineq

On Jensen’s inequality and Hölder’s inequality forg-expectation

✍ Guangyan Jia 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 195 KB

Some refinements of Jensen's inequality

✍ Sever Silvestru Dragomir 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 167 KB

On Maligranda's Generalization of Jensen

On Maligranda's Generalization of Jensen's Inequality

✍ Josip E. Pečarić; Darko Veljan 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 102 KB

Using some results of Maligranda, we obtain a generalization of the well known Jensen's inequality which is also a common generalization of inequalities of Holder änd Minkowski.

On Some Refinements of Jensen's Inequali

On Some Refinements of Jensen's Inequality

✍ Mohammad Kazim Khan; Muhammad Hanif 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 268 KB

This paper contains a link between Probability Proportional to Size (PPS) sampling and interpolations of the classical Jensen inequality. We show that these interpolating inequalities are, in fact, special cases of the conditional Jensen inequality when applied over an appropriate probability space.