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~isPartOf:"The journal of real estate finance and economics"
~subject:"Insolvency"
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Option pricing theory
50
Optionspreistheorie
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24
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The journal of real estate finance and economics
Journal of banking & finance
9
International journal of theoretical and applied finance
5
International review of financial analysis
4
Real estate economics : journal of the American Real Estate and Urban Economics Association
4
The journal of futures markets
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1
Evaluation of mortgage default characteristics using Fannie Mae's loan performance data
Ahlawat, Samit
- In:
The journal of real estate finance and economics
59
(
2019
)
4
,
pp. 589-616
Persistent link: https://www.econbiz.de/10012385085
Saved in:
2
Computation of hedging coefficients for mortgage default and prepayment options : Malliavin calculus approach
Yilmaz, Bilgi
;
Selcuk-Kestel, A. Sevtap
- In:
The journal of real estate finance and economics
59
(
2019
)
4
,
pp. 673-697
Persistent link: https://www.econbiz.de/10012385119
Saved in:
3
Fixed-rate endowment mortgage and mortgagge indemnity valuation
Azevedo-Pereira, José A.
;
Newton, David P.
;
Paxson, Dean A.
- In:
The journal of real estate finance and economics
26
(
2003
)
2/3
,
pp. 197-221
Persistent link: https://www.econbiz.de/10001763244
Saved in:
4
A proportional hazards model of commercial mortgage default with originator bias
Ciochetti, Brian A.
;
Deng, Yongheng
;
Lee, Gail
; …
- In:
The journal of real estate finance and economics
27
(
2003
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10001763275
Saved in:
5
A dynamic analysis of fixed- and adjustable-rate mortgage terminations
Calhoun, Charles A.
;
Deng, Yongheng
- In:
The journal of real estate finance and economics
24
(
2002
)
1/2
,
pp. 9-33
Persistent link: https://www.econbiz.de/10001652998
Saved in:
6
Optimal put exercise : an empirical examination of conditions for mortgage foreclosure
Ambrose, Brent William
;
Capone, Charles A. <jun.>
; …
- In:
The journal of real estate finance and economics
23
(
2001
)
2
,
pp. 213-234
Persistent link: https://www.econbiz.de/10001614620
Saved in:
7
Embedded options in the mortgage contract
Ambrose, Brent William
;
Buttimer, Richard J.
- In:
The journal of real estate finance and economics
21
(
2000
)
2
,
pp. 95-111
Persistent link: https://www.econbiz.de/10001524190
Saved in:
8
Mortgage default with asymmetric information
Brueckner, Jan K.
- In:
The journal of real estate finance and economics
20
(
2000
)
3
,
pp. 251-274
Persistent link: https://www.econbiz.de/10001489794
Saved in:
9
Cost-benefit analysis of single-family foreclosure alternatives
Ambrose, Brent William
- In:
The journal of real estate finance and economics
13
(
1996
)
2
,
pp. 105-120
Persistent link: https://www.econbiz.de/10001212001
Saved in:
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