{"title":"通过完善的林德伯格原理对调用函数进行正态逼近","authors":"Peng Chen, Jun Liu, Yaqian Lu, Ting Zhang","doi":"10.1080/03610926.2024.2369312","DOIUrl":null,"url":null,"abstract":"The call function plays a crucial role in pricing the collateralized dept obligation (CDO) and we will generalize the refined Lindeberg principle developed in Chen, Shao, and Xu (2023) to study the...","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Normal approximation for call function by refined Lindeberg principle\",\"authors\":\"Peng Chen, Jun Liu, Yaqian Lu, Ting Zhang\",\"doi\":\"10.1080/03610926.2024.2369312\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The call function plays a crucial role in pricing the collateralized dept obligation (CDO) and we will generalize the refined Lindeberg principle developed in Chen, Shao, and Xu (2023) to study the...\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2024-07-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/03610926.2024.2369312\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/03610926.2024.2369312","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Normal approximation for call function by refined Lindeberg principle
The call function plays a crucial role in pricing the collateralized dept obligation (CDO) and we will generalize the refined Lindeberg principle developed in Chen, Shao, and Xu (2023) to study the...
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