Saddlepoint approximations for affine jump-diffusion models

DOI10.1016/j.jedc.2008.04.007zbMath1170.91480OpenAlexW2024876962MaRDI QIDQ2271604

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Publication date: 7 August 2009

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2008.04.007

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