Let $W_{n}\coloneq \sum_{j=1}^{n}Z_{j}$ be a sum of independent integer-valued random variables. In this paper, we derive an asymptotic expansion for the probability ...
We consider the discretized version of a (continuous-time) two-factor model introduced by Benth and coauthors for the electricity markets. For this model, the underlying is the exponent of a sum of ...
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