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"Default and prepayment options pricing and default probability valuation ..."

Bilgi Yilmaz, Alper A. Hekimoglu, A. Sevtap Selcuk-Kestel (2022)

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DOI: 10.1016/J.CAM.2021.113724

access: closed

type: Journal Article

metadata version: 2023-11-21

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Bilgi Yilmaz, Alper A. Hekimoglu, A. Sevtap Selcuk-Kestel:
Default and prepayment options pricing and default probability valuation under VG model. J. Comput. Appl. Math. 399: 113724 (2022)

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