A moment-matching method to generate arbitrage-free scenarios (Q319831): Difference between revisions

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Revision as of 15:44, 12 July 2024

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A moment-matching method to generate arbitrage-free scenarios
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    A moment-matching method to generate arbitrage-free scenarios (English)
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    6 October 2016
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    scenarios
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    monomial method
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    moment-matching
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