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

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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
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+Q5289008
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+Saddlepoint approximations to option prices
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+Q4224351
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