Quantifying the error of convex order bounds for truncated first moments (Q939362)
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scientific article; zbMATH DE number 5315280
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Quantifying the error of convex order bounds for truncated first moments |
scientific article; zbMATH DE number 5315280 |
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Quantifying the error of convex order bounds for truncated first moments (English)
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22 August 2008
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convex order
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truncated first moments
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stop-loss-premiums
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sums of random variables
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Asian options
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0.7978004813194275
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0.7900938987731934
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0.7722250819206238
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0.7640427947044373
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0.7638550996780396
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