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DELFT UNIVERSITY OF TECHNOLOGY REPORTSaddlepoint Approximations for Expectations X. Huang, and C.W. Oosterlee
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Document Date: 2011-05-11 08:17:11

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Amsterdam / Utrecht / Delft / /

Company

Rabobank / /

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Netherlands / /

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pence / GBP / /

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DELFT UNIVERSITY OF TECHNOLOGY REPORT / National Research Institute / Delft University of Technology / /

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risk management / finance / insurance institutions / statistical computing / /

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National Research Institute for Mathematics and Computer Science / Department of Applied Mathematical Analysis Delft / DELFT UNIVERSITY OF TECHNOLOGY / Delft Institute of Applied Mathematics / DELFT UNIVERSITY OF TECHNOLOGY REPORT / Department of Applied Mathematical Analysis / /

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Corresponding author / /

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E / K / /

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pdf / /

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