Bounding the values of financial derivatives by the use of the moment problem (Q2241580)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounding the values of financial derivatives by the use of the moment problem |
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Bounding the values of financial derivatives by the use of the moment problem (English)
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9 November 2021
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discrete moment problem
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European option pricing
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linear programming
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