Pages that link to "Item:Q5220745"
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The following pages link to Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators (Q5220745):
Displaying 3 items.
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions (Q2325375) (← links)
- The stability of the probability of ruin (Q5106731) (← links)