Poisson Approximation for Call Function via Stein–Chen Method
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DOI: 10.1007/s40840-019-00729-5
Abstract: Let V be a sums of independent nonnegative integer-valued random variables and $$h_z$$ h z be a call function defined by $$h_{z}(v)=(v-z)^+$$ h z ( v ) = ( v - z ) + for… read more here.
Keywords: finance; stein chen; call function; chen method ... See more keywords