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"Saddlepoint approximation for the generalized inverse Gaussian Lévy ..."
Mimi Zhang, Matthew Revie, John Quigley (2022)
- 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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