Applying Game Options in a Loan Exit Model
| Year of publication: |
2006
|
|---|---|
| Authors: | Lin, Tyrone ; Ko, Chuan-Chuan ; Liao, Chien-Yi |
| Published in: |
Quality & Quantity: International Journal of Methodology. - Springer. - Vol. 40.2006, 4, p. 561-575
|
| Publisher: |
Springer |
| Subject: | loan market | game options | discount factor | expected hitting time |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009396211