Geert Van Damme
From MaRDI portal
Person:629520
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| The \(\beta \)-variance gamma model Review of Derivatives Research | 2012-01-26 | Paper |
| A generic framework for stochastic loss-given-default Journal of Computational and Applied Mathematics | 2011-03-09 | Paper |
| Modelling default and prepayment using Lévy processes: an application to asset backed securities | 2010-01-13 | Paper |
Research outcomes over time
This page was built for person: Geert Van Damme
