THE PERFORMANCE OF OPTION-BASED DEFAULT RISK MODELS ON COMMERCIAL MORTGAGES: An Empirical Investigation
| Year of publication: |
2007
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|---|---|
| Authors: | Liu, Yi-Kang ; Jabbour, George M. ; Green, Richard K. |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 17.2007, 2, p. 63-76
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