Saddlepoint approximations for affine jump-diffusion models (Q2271604)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Saddlepoint approximations for affine jump-diffusion models |
scientific article |
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Saddlepoint approximations for affine jump-diffusion models (English)
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7 August 2009
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transform inversion
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characteristic function
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option prices
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numerical approximations
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