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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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2
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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3
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
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