Saddlepoint approximations for expectations

Journal Article (2011)

Author(s)

X Huang (TU Delft - Numerical Analysis)

C. W. Oosterlee (TU Delft - Numerical Analysis)

Research Group

Numerical Analysis

DOI related publication

https://doi.org/10.1137/100784084

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Publication Year

2011

Language

English

Research Group

Numerical Analysis

Volume number

2

Pages (from-to)

692-714

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