Saddlepoint Approximations for Expectations and an Application to CDO Pricing (Q5388680)
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scientific article; zbMATH DE number 6025778
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Saddlepoint Approximations for Expectations and an Application to CDO Pricing |
scientific article; zbMATH DE number 6025778 |
Statements
Saddlepoint Approximations for Expectations and an Application to CDO Pricing (English)
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19 April 2012
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saddlepoint approximation
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expectation
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lattice variables
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price of collateralized debt obligations
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