Moment bounds for truncated bimodal distributions (Q2885966)
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scientific article; zbMATH DE number 6040804
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Moment bounds for truncated bimodal distributions |
scientific article; zbMATH DE number 6040804 |
Statements
1 June 2012
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duality
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moment problems
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European call options
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change of measures
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Moment bounds for truncated bimodal distributions (English)
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0.8640031814575195
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0.8177632689476013
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0.7623425722122192
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0.7552716732025146
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