1. A moment-based analytic approximation of the risk-neutral density of American options. Issue 6 (1st November 2016) Authors: Arismendi, J. C.; Prokopczuk, Marcel Journal: Applied mathematical finance Issue: Volume 23:Issue 6(2016) Page Start: 409 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗