Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure

Journal of Real Estate Finance and Economics

Volumn 23, Issue 2, 2001, Pages 213-234

  Ambrose, Brent W ^a   Capone Jr , Charles A ^b   Deng, Yongheng ^c  

^a UNIVERSITY OF KENTUCKY   (United States)

^b Macroeconomic Analysis Division   (United States)

^c UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Loss severity; Mortgage default; Option value

Indexed keywords

EID: 0035640376     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1011110501074     Document Type: Article

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