Approximated moment-matching dynamics for basket-options pricing (Q4647590)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximated moment-matching dynamics for basket-options pricing |
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)
0 references
15 January 2019
0 references
basket-options pricing
0 references
moment-matching dynamics
0 references
Kullback-Leibler information
0 references
Hellinger distance
0 references
