Normal approximation for call function via Stein’s method (Q5866090)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7539728
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Normal approximation for call function via Stein’s method |
scientific article; zbMATH DE number 7539728 |
Statements
Normal approximation for call function via Stein’s method (English)
0 references
10 June 2022
0 references
call function
0 references
CDO pricing
0 references
Stein's method
0 references
zero bias transformation
0 references
0 references
0 references
