Applying game options in a loan exit model

Quality and Quantity

Volumn 40, Issue 4, 2006, Pages 561-575

  Lin, Tyrone T ^a   Ko, Chuan Chuan ^b   Liao, Chien Yi ^c  

^a NATIONAL DONG HWA UNIVERSITY   (Taiwan)

^b JINWEN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

^c MING CHUAN UNIVERSITY   (Taiwan)

Author keywords

Discount factor; Expected hitting time; Game options; Loan market

Indexed keywords

EID: 33747052063     PISSN: 00335177     EISSN: 15737845     Source Type: Journal    
DOI: 10.1007/s11135-005-2077-2     Document Type: Article

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