%0 Journal Article %1 Aidiaeresist-Sahalia2006 %A Aidiaeresist-Sahalia, Yacine %A Yu, Jialin %D 2006 %J Journal of Econometrics %K Closed-form approximation %N 2 %P 507--551 %T Saddlepoint approximations for continuous-time Markov processes %U http://www.sciencedirect.com/science/article/B6VC0-4H0J8TY-3/2/f248e27d9f327d9d5342543d0b1fe9c5 %V 134

@article{Ai[diaeresis]t-Sahalia2006, added-at = {2008-04-21T22:02:42.000+0200}, author = {Ai[diaeresis]t-Sahalia, Yacine and Yu, Jialin}, biburl = {https://www.bibsonomy.org/bibtex/281ca327e12c635d19789cc257dd6d718/smicha}, description = {Journal of Econometrics}, interhash = {7718292fd2042240ddc8afd0660561ea}, intrahash = {81ca327e12c635d19789cc257dd6d718}, journal = {Journal of Econometrics}, keywords = {Closed-form approximation}, month = Oct, number = 2, pages = {507--551}, timestamp = {2008-04-21T22:03:39.000+0200}, title = {Saddlepoint approximations for continuous-time Markov processes}, url = {http://www.sciencedirect.com/science/article/B6VC0-4H0J8TY-3/2/f248e27d9f327d9d5342543d0b1fe9c5}, volume = 134, year = 2006 }