Journal of Applied Probability, Vol. 27, No. 3 (Sep., 1990), pp. 611-621 (11 pages) Let Sn be a sum of independent random variables. For the approximation of Sn by a Poisson random variable Y with the ...
This paper establishes expectation and variance asymptotics for statistics of the Poisson-Voronoi approximation of general sets, as the underlying intensity of the Poisson point process tends to ...
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