Stein's method and zero bias transformation for CDO tranche pricing

From MaRDI portal
Publication:964669

DOI10.1007/s00780-008-0084-6zbMath1199.91063OpenAlexW2138672263MaRDI QIDQ964669

Nicole El Karoui, Ying Jiao

Publication date: 22 April 2010

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-008-0084-6



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (5)



Cites Work


This page was built for publication: Stein's method and zero bias transformation for CDO tranche pricing