Valuation of Exotic Options using Moments

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@article{a764eb92fafe4d1cb3b8700d17d03b00,

title = "Valuation of Exotic Options using Moments",

author = "M. D'AMICO and Gianluca FUSAI and A. TAGLIANI",

year = "2003",

month = jan,

day = "1",

language = "English",

volume = "2, n. 2",

pages = "157--186",

journal = "Operational Research",

issn = "1109-2858",

publisher = "Springer Verlag",

}