Approximated moment-matching dynamics for basket-options pricing (Q4647590): Difference between revisions
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Revision as of 20:25, 19 March 2024
scientific article; zbMATH DE number 7002095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximated moment-matching dynamics for basket-options pricing |
scientific article; zbMATH DE number 7002095 |
Statements
Approximated moment-matching dynamics for basket-options pricing (English)
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15 January 2019
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basket-options pricing
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moment-matching dynamics
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Kullback-Leibler information
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Hellinger distance
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