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                                       Details for article 12 of 16 found articles
 
 
  Saddlepoint approximations for affine jump-diffusion models
 
 
Title: Saddlepoint approximations for affine jump-diffusion models
Author: Glasserman, Paul
Kim, Kyoung-Kuk
Appeared in: Journal of economic dynamics and control
Paging: Volume 33 (2009) nr. 1 pages 22 p.
Year: 2009
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 12 of 16 found articles
 
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