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"Stein's method and zero bias transformation for CDO tranche pricing."

Nicole El Karoui, Ying Jiao (2009)

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DOI: 10.1007/S00780-008-0084-6

access: closed

type: Journal Article

metadata version: 2020-07-22

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Nicole El Karoui, Ying Jiao:
Stein's method and zero bias transformation for CDO tranche pricing. Finance Stochastics 13(2): 151-180 (2009)

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