Binomial Approximation to Locally Dependent Collateralized Debt Obligations
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11009-023-10057-8.pdf
Reference24 articles.
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3. Barbour AD, Xia A (1999) Poisson perturbation. ESAIM Probab Statist 3:131–150
4. Boutsikas MV, Vaggelatou E (2002) On the distance between convex-ordered random variables, with applications. Adv Appl Probab 34:349–374
5. Brown TC, Phillips MJ (1999) Negative binomial approximation with Stein’s method. Methodol Comput Appl Probab 1:407–421
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