Semiparametric bounds of mean and variance for exotic options (Q1042983)
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scientific article; zbMATH DE number 5643458
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| English | Semiparametric bounds of mean and variance for exotic options |
scientific article; zbMATH DE number 5643458 |
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Semiparametric bounds of mean and variance for exotic options (English)
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7 December 2009
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semiparametric bounds
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duality
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moment problem
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exotic options
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0.8856039
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0.88108075
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0.86848116
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0.8668821
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