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    • The Levy-LIBOR model with default risk 

      Walljee, Raabia (Stellenbosch : Stellenbosch University, 2015-03)
      ENGLISH ABSTRACT : In recent years, the use of Lévy processes as a modelling tool has come to be viewed more favourably than the use of the classical Brownian motion setup. The reason for this is that these processes provide ...