The Performance of option based default risk models on commercial mortgages: an empirical investigation
Liu, Yi-Kang; Jabbour, George M. and Green, richard K.
The Performance of option based default risk models on commercial mortgages: an empirical investigation 2007 - 2007 - 63-76 V. 17 Issue. 2
Risk management
Option based risk models;Commercial mortgages;
The Performance of option based default risk models on commercial mortgages: an empirical investigation 2007 - 2007 - 63-76 V. 17 Issue. 2
Risk management
Option based risk models;Commercial mortgages;