Non-uniform bound on normal approximation for call function of locally dependent random variables (Q5064705)
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scientific article; zbMATH DE number 7491361
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| English | Non-uniform bound on normal approximation for call function of locally dependent random variables |
scientific article; zbMATH DE number 7491361 |
Statements
16 March 2022
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non-uniform bound
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Stein's method
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local dependence
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call function
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normal approximation
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collateralized debt obligation
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central limit theorem
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0.8110300898551941
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0.8091241717338562
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0.8085106015205383
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0.7572479844093323
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