Poisson approximation for call function via Stein-Chen method (Q2305612)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Poisson approximation for call function via Stein-Chen method |
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Poisson approximation for call function via Stein-Chen method (English)
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11 March 2020
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call function
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CDO tranche pricing
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Poisson approximation
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Stein-Chen method
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