A moment-based analytic approximation of the risk-neutral density of American options (Q4585684): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q2397125 |
||
| Property / author | |||
| Property / author: Juan C. Arismendi / rank | |||
Revision as of 14:47, 1 March 2024
scientific article; zbMATH DE number 6933344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A moment-based analytic approximation of the risk-neutral density of American options |
scientific article; zbMATH DE number 6933344 |
Statements
A moment-based analytic approximation of the risk-neutral density of American options (English)
0 references
6 September 2018
0 references
multi-asset risk-neutral density
0 references
American multi-asset options
0 references
higher order moments
0 references
