Title of article
Saddlepoint approximations to option price in a general equilibrium model
Author/Authors
Jian Xiong، نويسنده , , Augustine Wong، نويسنده , , Donna Salopek، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2005
Pages
9
From page
361
To page
369
Keywords
Stochastic interest rates , Stochastic Volatility , Option Pricing , Saddlepoint approximations
Journal title
Statistics and Probability Letters
Serial Year
2005
Journal title
Statistics and Probability Letters
Record number
140450
Link To Document