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Saddlepoint Approximation Methods in Financial Engineering
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Barnes and Noble
Saddlepoint Approximation Methods in Financial Engineering
Current price: $54.99
Barnes and Noble
Saddlepoint Approximation Methods in Financial Engineering
Current price: $54.99
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The text offers in a single source most of the saddlepoint approximation results in financial engineering, with different sets of ready-to-use approximation formulas. Much of this material may otherwise only be found in original research publications. The exposition and style are made rigorous by providing formal proofs of most of the results.
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