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Default and prepayment options pricing and default probability valuation under VG model.
Bilgi Yilmaz
A. Alper Hekimoglu
A. Sevtap Selcuk-Kestel
Published in:
J. Comput. Appl. Math. (2022)
Keyphrases
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probability distribution
probabilistic model
formal model
theoretical analysis
computational model
statistical model
information retrieval
high level
multi agent
em algorithm
theoretical framework
prediction model