Normal approximation for call function by refined Lindeberg principle-Reference-Cited by-同舟云学术

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Normal approximation for call function by refined Lindeberg principle

Published:2024-07-08 Issue: Volume: Page:1-18
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Chen Peng¹,Liu Jun²,Lu Yaqian²,Zhang Ting³

Affiliation:

1. School of Mathematics, Nanjing University of Aeronautics and Astronautics, Nanjing, China

2. School of Mathematics, China University of Mining and Technology, Xuzhou, China

3. School of Mathematics and Statistics, Nanjing University of Information Science and Technology, Nanjing, China

Funder

China Postdoctoral Science Foundation

National Natural Science Foundation of China

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2024.2369312

Reference23 articles.

1. Convergence in distribution norms in the CLT for non identical distributed random variables;Bally V.;Electronic Journal of Probability,2018

2. On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries

3. Cao L. J. Q. Zhang L. K. Guan and Z. H. Zhao. 2008. An empirical study of pricing and hedging collateralized debt obligation (CDO). In Econometrics and Risk Management (Advances in Econometrics Vol. 22) ed. J.-P. Fouque T. B. Fomby and K. Solna 15–54. Leeds UK: Emerald Group Publishing Limited.

4. Polynomial chaos and scaling limits of disordered systems

5. Chatterjee S. 2006. A generalization of the Lindeberg principle. The Annals of Probability 34:2061– 76.

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