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On the Empirical Saddlepoint Approximation with Application to Asset Pricing
Holcblat, Benjamin; Sowell, Fallaw
2018
 

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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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