A moment-matching method to generate arbitrage-free scenarios (Q319831)
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scientific article; zbMATH DE number 6633692
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| English | A moment-matching method to generate arbitrage-free scenarios |
scientific article; zbMATH DE number 6633692 |
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A moment-matching method to generate arbitrage-free scenarios (English)
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6 October 2016
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scenarios
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monomial method
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moment-matching
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0.8166936635971069
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0.815902054309845
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0.7875109314918518
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0.776729941368103
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