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~person:"Gorovoy, Vyacheslav"
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Search: person:"Linetsky, Vadim"
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Gorovoy, Vyacheslav
Linetsky, Vadim
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Intensity-based valuation of residential mortgages : an analytically tractable model
Gorovoy, Vyacheslav
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 541-573
Persistent link: https://www.econbiz.de/10003626607
Saved in:
2
INTENSITY-BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL
Gorovoy, Vyacheslav
;
Linetsky, Vadim
- In:
Mathematical Finance
17
(
2007
)
4
,
pp. 541-573
Persistent link: https://www.econbiz.de/10005023786
Saved in:
3
INTENSITY-BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL
Gorovoy, Vyacheslav
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 541-574
Persistent link: https://www.econbiz.de/10008221611
Saved in:
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