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 7174093. - Vol. 33.2009, 1, p. 15-36
|