Moment Problem and Its Applications to Risk Assessment
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Cited in
(7)- Practical implications of higher moments in risk management
- An iterative algorithm to bound partial moments
- Bounding the values of financial derivatives by the use of the moment problem
- The Discrete Moment Problem with Nonconvex Shape Constraints
- Technical note -- On matrix exponential differentiation with application to weighted sum distributions
- Computing best bounds for nonlinear risk measures with partial information
- Random variables with moment-matching staircase density functions
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