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