A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing (Q2662604)
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scientific article; zbMATH DE number 7332944
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| default for all languages | No label defined |
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| English | A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing |
scientific article; zbMATH DE number 7332944 |
Statements
A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing (English)
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14 April 2021
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uncertain volatility
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Asian option
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statistical moments
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generalized polynomial chaos
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arbitrary polynomial chaos
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0.8146340250968933
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0.7869527339935303
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0.7611187696456909
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0.7511067390441895
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0.7499887347221375
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