A moment-matching method to generate arbitrage-free scenarios (Q319831)
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scientific article; zbMATH DE number 6633692
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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