Saddlepoint Approximation Methods in Financial Engineering (Q4606977)
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scientific article; zbMATH DE number 6848880
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Saddlepoint Approximation Methods in Financial Engineering |
scientific article; zbMATH DE number 6848880 |
Statements
Saddlepoint Approximation Methods in Financial Engineering (English)
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9 March 2018
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Fourier transform
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mathematical finance
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derivative pricing
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affine process
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continuous-time Markov process
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Gaussian copula model
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