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Structural default modeling : a hybrid based approach
Jabbour, George M.; Yu, Shujun; Kramin, Murat V.; … - In: The journal of fixed income 23 (2014) 4, pp. 33-49
Persistent link: https://www.econbiz.de/10010388876
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The performance of option-based default risk models on commercial mortgages : an empirical investigation
Liu, Yi-kang; Jabbour, George M.; Green, Richard K. - In: The journal of fixed income 17 (2007) 2, pp. 63-76
Persistent link: https://www.econbiz.de/10003628229
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THE PERFORMANCE OF OPTION-BASED DEFAULT RISK MODELS ON COMMERCIAL MORTGAGES: An Empirical Investigation
Liu, Yi-Kang; Jabbour, George M.; Green, Richard K. - In: The journal of fixed income 17 (2007) 2, pp. 63-76
Persistent link: https://www.econbiz.de/10007865202