Saddlepoint approximations for continuous-time Markov processes (Q278194): Difference between revisions

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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+A Theory of the Term Structure of Interest Rates
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+Saddlepoint Approximations in Statistics
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+General Saddlepoint Approximations with Applications to L Statistics
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+Saddle point approximation for the distribution of the sum of independent random variables
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+The Variance Gamma Process and Option Pricing
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+Option pricing when underlying stock returns are discontinuous
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+Q4303982
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+Saddlepoint approximations to option prices
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+Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions
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+Publication:278194