Default Probabilities for Mortgages

DOI10.1006/juec.1994.1017zbMath0903.90007OpenAlexW1979324838MaRDI QIDQ4398099

James B. Kau, Donald C. Keenan, Tae-Won Kim

Publication date: 5 January 1999

Published in: Journal of Urban Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/juec.1994.1017

zbMATH Keywords

mortgagedefault option

Mathematics Subject Classification ID

Related Items (5)

Collateral equilibrium. I: A basic framework ⋮ More punishment, less default? ⋮ Should I default on my mortgage even if I can pay? Experimental evidence ⋮ Default and prepayment options pricing and default probability valuation under VG model ⋮ VALUES OF MORTGAGES WITH TOP-UP PAYMENT OPTIONS

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