Pages that link to "Item:Q2305612"
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The following pages link to Poisson approximation for call function via Stein-Chen method (Q2305612):
Displaying 6 items.
- Stein's method and zero bias transformation for CDO tranche pricing (Q964669) (← links)
- Approximations to weighted sums of random variables (Q2045271) (← links)
- Binomial approximation to locally dependent collateralized debt obligations (Q6086186) (← 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)
- Bounds on negative binomial approximation to call function (Q6618914) (← links)