Binomial approximation to locally dependent collateralized debt obligations (Q6086186)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Binomial approximation to locally dependent collateralized debt obligations |
scientific article; zbMATH DE number 7763214
Language | Label | Description | Also known as |
---|---|---|---|
English | Binomial approximation to locally dependent collateralized debt obligations |
scientific article; zbMATH DE number 7763214 |
Statements
Binomial approximation to locally dependent collateralized debt obligations (English)
0 references
9 November 2023
0 references
binomial distribution
0 references
error bounds
0 references
Stein's method
0 references
CDO
0 references
0 references
0 references