Approximated And Estimated Saddlepoint Approximations
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Language: en
Pages: 348
Pages: 348
Type: BOOK - Published: 1995 - Publisher: Oxford University Press
This book explains the ideas behind the saddlepoint approximations as well as giving a detailed mathematical description of the subject and many worked out exam
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Type: BOOK - Published: 2007-08-16 - Publisher: Cambridge University Press
Modern statistical methods use complex, sophisticated models that can lead to intractable computations. Saddlepoint approximations can be the answer. Written fr
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Pages: 134
Pages: 134
Type: BOOK - Published: 2018-02-16 - Publisher: Springer
This book summarizes recent advances in applying saddlepoint approximation methods to financial engineering. It addresses pricing exotic financial derivatives a