Simulating random variables using moment-generating functions and the saddlepoint approximation
Work
Year: 2012
Type: article
Author D. L. McLeish
Institutions University of Waterloo, Actua
Cites: 20
Cited by: 10
Related to: 10
FWCI: 1.195
Citation percentile (by year/subfield): 81.07
Subfield: Finance
Domain: Social Sciences
Open Access status: closed