On the Empirical Saddlepoint Approximation with Application to Asset Pricing

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Holcblat, Benjamin; Sowell, Fallaw

2018 • European Banking Network Conference

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https://hdl.handle.net/10993/40789

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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

External co-authors :

yes

Language :

English

Title :

On the Empirical Saddlepoint Approximation with Application to Asset Pricing

Publication date :

11 June 2018

Event name :

European Banking Network Conference

Event organizer :

Tilburg University

Event date :

from 11-06-2018 to 12-06-2018

Audience :

International

Focus Area :

Finance

Available on ORBilu :

since 28 October 2019

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