On the Empirical Saddlepoint Approximation with Application to Asset Pricing

No full text

Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)

Holcblat, Benjamin; Sowell, Fallaw

2018 • European Banking Network Conference

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

No document available.

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

Number of views

34 (1 by Unilu)

Number of downloads

0 (0 by Unilu)