Saddlepoint approximations for expectations

X Huang, CW Oosterlee

Research output: Contribution to journalArticleScientificpeer-review

6 Citations (Scopus)
Original languageEnglish
Pages (from-to)692-714
Number of pages23
JournalSIAM Journal on Financial Mathematics
Volume2
DOIs
Publication statusPublished - 2011

Keywords

  • academic journal papers

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