Valuing Default and Defeasence Option for Commercial Mortgage Backed Securities
Year of publication: |
2012-10
|
---|---|
Authors: | Akat, Muzaffer ; Ambrose, Brent W. ; Erdem, Orhan ; Yildirim, Yildiray |
Institutions: | Research Department, Borsa Ä°stanbul |
Subject: | Default | Defeasence | Commercial Mortgage | American Option Pricing |
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