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A prudent loss given default estimation for mortgages
Ozdemir, Bogie - In: The journal of risk model validation 10 (2016) 4, pp. 39-54
Persistent link: https://www.econbiz.de/10011587711
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The blind spot in residential mortgages : increasing default option value in the face of declining house prices
Ozdemir, Bogie - In: Journal of risk management in financial institutions 17 (2024) 3, pp. 258-285
Persistent link: https://www.econbiz.de/10015108279
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A prudent loss given default estimation for mortgages. II
Ozdemir, Bogie; Huang, Emma - In: The journal of risk model validation 15 (2021) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10013173359