Saddlepoint approximation methods in financial engineering (Q4606977)
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scientific article; zbMATH DE number 6848880
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Saddlepoint approximation methods in financial engineering |
scientific article; zbMATH DE number 6848880 |
Statements
Saddlepoint Approximation Methods in Financial Engineering (English)
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9 March 2018
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Fourier transform
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mathematical finance
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derivative pricing
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affine process
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continuous-time Markov process
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Gaussian copula model
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0.7872980237007141
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0.771706223487854
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0.7711388468742371
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0.7710005640983582
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