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Synthetic CDO
OpenAlex concept - C21780383
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OpenAlex
C21780383
Smeal faculty
Brent W. Ambrose
- score 1.7
Papers
Pricing Mortgage Default and Foreclosure Delay
(1997)
- cites 162
Modeling the Conditional Probability of Foreclosure in the Context of Single‐Family Mortgage Default Resolutions
(1998)
- cites 139
The Hazard Rates of First and Second Defaults
(2000)
- cites 77