"Saddlepoint approximation for the generalized inverse Gaussian Lévy ..."

Mimi Zhang, Matthew Revie, John Quigley (2022)

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DOI: 10.1016/J.CAM.2022.114275

access: open

type: Journal Article

metadata version: 2024-12-09

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Mimi Zhang, Matthew Revie, John Quigley:
Saddlepoint approximation for the generalized inverse Gaussian Lévy process. J. Comput. Appl. Math. 411: 114275 (2022)

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