ITEM METADATA RECORD
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

Files in This Item:

There are no files associated with this item.

Request a copy

 




All items in Lirias are protected by copyright, with all rights reserved.