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Binomial approximation to locally dependent collateralized debt obligations - MaRDI portal

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

    title
    Binomial approximation to locally dependent collateralized debt obligations (English)
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    arXiv ID
    2203.12895
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    author
    Amit N. Kumar
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    Palaniappan Vellaisamy
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    publication date
    9 November 2023
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    Mathematics Subject Classification ID
    62E17
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    60E05
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    60F05
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    62E20
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    91G20
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    zbMATH DE Number
    7763214
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    zbMATH Keywords
    binomial distribution
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    error bounds
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    Stein's method
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    CDO
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    OpenAlex ID
    W4387705303
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