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Housing Price Dynamics and the Valuation of Mortgage Default Options

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  • Kuo, Chiong-long

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  • Kuo, Chiong-long, 1996. "Housing Price Dynamics and the Valuation of Mortgage Default Options," Journal of Housing Economics, Elsevier, vol. 5(1), pages 18-40, March.
    • Handle: RePEc:eee:jhouse:v:5:y:1996:i:1:p:18-40
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    Cited by:

    1. Ming‐Chi Chen & Chia‐Chien Chang & Shih‐Kuei Lin & So‐De Shyu, 2010. "Estimation of Housing Price Jump Risks and Their Impact on the Valuation of Mortgage Insurance Contracts," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(2), pages 399-422, June.
    2. William Goetzmann & Liang Peng, 2001. "The Bias of the RSR Estimator and the Accuracy of Some Alternatives," Yale School of Management Working Papers ysm174, Yale School of Management, revised 01 Mar 2001.

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