Pages that link to "Item:Q5220745"

The following pages link to Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators (Q5220745):

Displaying 2 items.

• Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
• The stability of the probability of ruin (Q5106731) (← links)