- Tytuł:
- Saddlepoint approximations to tail expectations under non-Gaussian base distributions: option pricing applications.
- Autorzy:
- Źródło:
- Journal of Applied Statistics. Aug2020, Vol. 47 Issue 11, p1936-1956. 21p. 1 Diagram, 3 Charts, 2 Graphs.
Czasopismo naukowe