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Poisson approximation for call function via Stein-Chen method - MaRDI portal

Poisson approximation for call function via Stein-Chen method (Q2305612)

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Poisson approximation for call function via Stein-Chen method
scientific article

    Statements

    title
    Poisson approximation for call function via Stein-Chen method (English)
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    author
    K. Neammanee
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    Nat Yonghint
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    publication date
    11 March 2020
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    zbMATH Keywords
    call function
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    CDO tranche pricing
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    Poisson approximation
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    Stein-Chen method
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    Identifiers

    zbMATH DE Number
    7179210
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    OpenAlex ID
    W2912551416
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    Wikidata QID
    Q128374932
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