Title: Modeling Default and Prepayment using Lévy Processes: an Application to Asset Backed Securities
Authors: Jonsson, Henrik
Schoutens, Wim
Van Damme, Geert
Issue Date: 2009
Publisher: deGruyter
Host Document: Radon Series on Computational and Applied Mathematics pages:1-23
ISBN: 1865-3707
Publication status: accepted
KU Leuven publication type: IHb
Appears in Collections:Statistics Section

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