"Bounding the values of financial derivatives by the use of the moment problem."

Mariya Naumova, András Prékopa (2021)

> Home

Details and statistics

DOI: 10.1007/S10479-020-03839-7

access: closed

type: Journal Article

metadata version: 2021-09-20

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/anor/NaumovaP21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/anor/NaumovaP21
Mariya Naumova, András Prékopa:
Bounding the values of financial derivatives by the use of the moment problem. Ann. Oper. Res. 305(1): 211-225 (2021)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.