Simulating random variables using moment-generating functions and the saddlepoint approximation (Q5219231)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Simulating random variables using moment-generating functions and the saddlepoint approximation |
scientific article; zbMATH DE number 7178150
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulating random variables using moment-generating functions and the saddlepoint approximation |
scientific article; zbMATH DE number 7178150 |
Statements
Simulating random variables using moment-generating functions and the saddlepoint approximation (English)
0 references
9 March 2020
0 references
simulation
0 references
saddlepoint approximation
0 references
sum of gamma random variables
0 references
stochastic volatility
0 references
Heston model
0 references
Feller process
0 references
0 references
0 references
0 references
