Lecture Notes-Monograph Series, Vol. 52, Time Series and Related Topics: In Memory of Ching-Zong Wei (2006), pp. 236-244 (9 pages) This exposition explains the basic ideas of Stein's method for ...
The Annals of Applied Probability, Vol. 3, No. 1 (Feb., 1993), pp. 91-102 (12 pages) The Stein-Chen approach is used to obtain bounds on the Poisson approximation of a random field, in both a random ...
This paper describes a new numerical method, based on Stein’s method and zero bias transformation, of computing collateralized debt obligation (CDO) tranche prices. We propose first-order correction ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback