Applying Game Options in a Loan Exit Model

Tyrone Lin (), Chuan-Chuan Ko and Chien-Yi Liao

Quality & Quantity: International Journal of Methodology, 2006, vol. 40, issue 4, 575 pages

Keywords: loan market; game options; discount factor; expected hitting time (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s11135-005-2077-2

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