Binomial approximation to locally dependent collateralized debt obligations (Q6086186)
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scientific article; zbMATH DE number 7763214
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| 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)
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9 November 2023
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binomial distribution
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error bounds
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Stein's method
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CDO
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0.8091241717338562
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0.7951495051383972
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0.7751793265342712
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0.7665541768074036
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