Best bounds for expected financial payoffs. II: Applications
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Publication:1372065
DOI10.1016/S0377-0427(97)00055-1zbMath0887.65150OpenAlexW2069082367MaRDI QIDQ1372065
Publication date: 25 May 1998
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-0427(97)00055-1
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Probabilistic methods, stochastic differential equations (65C99)
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