Pages that link to "Item:Q2483862"
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The following pages link to Saddlepoint approximations to option price in a general equilibrium model (Q2483862):
Displaying 4 items.
- Order estimates for the exact Lugannani-Rice expansion (Q263055) (← links)
- An efficient third-moment saddlepoint approximation for probabilistic uncertainty analysis and reliability evaluation of structures (Q1991318) (← links)
- Risk adjustments of option prices under time-changed dynamics (Q2879017) (← links)
- Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance (Q4585899) (← links)
