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

From MaRDI portal
Importer (talk | contribs)
Changed an Item
Normalize DOI.
 
(5 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.jeconom.2005.07.004 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2005.07.004 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1969367709 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4223075 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Saddlepoint Approximations in Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: General Saddlepoint Approximations with Applications to L Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation of time-inhomogeneous diffusions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2859015 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Saddle point approximation for the distribution of the sum of independent random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Variance Gamma Process and Option Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996154 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing when underlying stock returns are discontinuous / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4303982 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Saddlepoint approximations to option prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.JECONOM.2005.07.004 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 13:09, 9 December 2024

scientific article
Language Label Description Also known as
English
Saddlepoint approximations for continuous-time Markov processes
scientific article

    Statements

    Saddlepoint approximations for continuous-time Markov processes (English)
    0 references
    0 references
    0 references
    2 May 2016
    0 references
    transition density
    0 references
    infinitesimal generator
    0 references
    characteristic function
    0 references
    closed-form approximation
    0 references

    Identifiers