Bounds on the probability and mean for truncated random variables (Q3071669)
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scientific article; zbMATH DE number 5846698
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bounds on the probability and mean for truncated random variables |
scientific article; zbMATH DE number 5846698 |
Statements
5 February 2011
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duality
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moment problem
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European call options
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European exchange options
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convex optimization
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0.9322314858436584
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0.8177632689476013
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0.8075746893882751
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0.7763067483901978
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