A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing (Q2662604)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing |
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A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing (English)
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14 April 2021
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uncertain volatility
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Asian option
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statistical moments
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generalized polynomial chaos
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arbitrary polynomial chaos
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