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Modelling U.K. Mortgage Defaults Using a Hazard Approach Based on American Options.
Ncube, M.
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Satchell, S.E.
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Faculty of Economics, University of Cambridge
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1995
Persistent link: https://www.econbiz.de/10005489313
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The Black and Scholes Option Price as a Random Variable.
Ncube, M.
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Satchell, S.
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Faculty of Economics, University of Cambridge
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1991
Persistent link: https://www.econbiz.de/10005274278
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