Pages that link to "Item:Q964669"
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The following pages link to Stein's method and zero bias transformation for CDO tranche pricing (Q964669):
Displaying 10 items.
- Poisson approximation for call function via Stein-Chen method (Q2305612) (← links)
- Zero bias transformation and asymptotic expansions (Q2428953) (← links)
- Pricing CDOs with state-dependent stochastic recovery rates (Q2873547) (← links)
- Normal approximation for call function via Stein’s method (Q5866090) (← links)
- Binomial approximation to locally dependent collateralized debt obligations (Q6086186) (← links)
- Microscopic traffic models, accidents, and insurance losses (Q6494319) (← links)
- Poisson approximation for the expectation of call function with application in collateralized debt obligation (Q6573075) (← links)
- Poisson approximation for locally dependent CDO (Q6587711) (← links)
- Explicit constants in the nonuniform local limit theorem for Poisson binomial random variables (Q6609592) (← links)
- Bounds on negative binomial approximation to call function (Q6618914) (← links)
