AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS (Q3022037)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS |
scientific article |
Statements
AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS (English)
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22 June 2005
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Maximum entropy
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moment problem
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exotic options
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Laplace transform
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numerical inversion
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Edgeworth approximation
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