On the Empirical Saddlepoint Approximation with Application to Asset Pricing

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Scientific presentation in universities or research centers (Scientific presentations in universities or research centers)

Holcblat, Benjamin; Sowell, Fallaw

2018

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https://hdl.handle.net/10993/40788

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Disciplines :

Finance

Author, co-author :

Holcblat, Benjamin ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)

Sowell, Fallaw; Carnegie Mellon University > Economics

Language :

English

Title :

On the Empirical Saddlepoint Approximation with Application to Asset Pricing

Publication date :

29 March 2018

Event name :

Seminar at the Swiss Finance Institute (University of Lausanne and EPFL)

Event organizer :

University of Lausanne and EPFL

Event date :

29-03-2018

Focus Area :

Finance

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since 28 October 2019

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