Approximated moment-matching dynamics for basket-options pricing (Q4647590): Difference between revisions

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+https://doi.org/10.1088/1469-7688/4/1/001
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+W1995350495
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+On some filtering problems arising in mathematical finance
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+Approximate nonlinear filtering by projection on exponential manifolds of densities
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+Approximated moment-matching dynamics for basket-options pricing
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+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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+Q5289008
@@ Property / cites work: Q5289008 / rank @@
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+Saddlepoint approximations to option prices
@@ Property / cites work: Saddlepoint approximations to option prices / rank @@
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+Q4224351
@@ Property / cites work: Q4224351 / rank @@
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+Publication:4647590