Two examples of non strictly convex large deviations

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Title: Two examples of non strictly convex large deviations
Authors: De Marco, S
Jacquier, A
Roome, P
Item Type: Journal Article
Issue Date: 4-May-2016
Date of Acceptance: 27-Apr-2016
URI: http://hdl.handle.net/10044/1/38430
DOI: http://dx.doi.org/10.1214/16-ECP4088
ISSN: 1083-589X
Publisher: Institute of Mathematical Statistics
Start Page: 1
End Page: 12
Journal / Book Title: Electronic Communications in Probability
Volume: 21
Copyright Statement: Made available under a Creative Commons Attribution 4.0 International License.
Sponsor/Funder: Engineering & Physical Science Research Council (EPSRC)
Funder's Grant Number: EP/M008436/1
Keywords: math.PR
60F10
Statistics & Probability
0104 Statistics
Publication Status: Published
Article Number: 38
Appears in Collections:Financial Mathematics
Mathematics
Faculty of Natural Sciences



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