Modelling UK mortgage defaults using a hazard approach based on American options
Year of publication: |
1994
|
---|---|
Authors: | Ncube, Mthuli ; Satchell, Stephen |
Publisher: |
Cambridge, UK |
Subject: | Hypothek | Mortgage | Optionspreistheorie | Option pricing theory | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Optionsgeschäft | Option trading |
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