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 ...

We provide a general theorem bounding the error in the approximation of a random measure of interest—for example, the empirical population measure of types in a ...

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 ...