Default option exercise over the financial crisis and beyond
Xudong An, Yongheng Deng, and Stuart A Gabriel
| Year of publication: |
2021
|
|---|---|
| Authors: | An, Xudong ; Deng, Yongheng ; Gabriel, Stuart A. |
| Subject: | Mortgage default | Option exercise | Default option beta | Time-varying coefficienthazard model | Finanzkrise | Financial crisis | Optionspreistheorie | Option pricing theory | Hypothek | Mortgage | Optionsgeschäft | Option trading | Insolvenz | Insolvency | Kreditrisiko | Credit risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfaa022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012434689