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zbMath1224.62099MaRDI QIDQ3071669

Minhui Wang, Guoqing Liu

Publication date: 5 February 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

moment problem convex optimization duality European call options European exchange options

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Censored data models (62N01) Applications of mathematical programming (90C90)

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