Saddlepoint approximations for affine jump-diffusion models
Year of publication: |
2009
|
---|---|
Authors: | Glasserman, Paul ; Kim, Kyoung-kuk |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 33.2009, 1, p. 15-36
|
Subject: | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory |
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