Normal approximation for call function via Stein’s method (Q5866090)
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scientific article; zbMATH DE number 7539728
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| English | Normal approximation for call function via Stein’s method |
scientific article; zbMATH DE number 7539728 |
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Normal approximation for call function via Stein’s method (English)
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10 June 2022
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call function
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CDO pricing
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Stein's method
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zero bias transformation
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