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
Keywords :
Stochastic interest rates , Stochastic Volatility , Option Pricing , Saddlepoint approximations
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
