1BRENT W AMBROSE, RICHARD J. But timer, Jr.Embedded Options in the Mortgage Contract[J]. Joumal of Real Estate Finance and Economics, 2000,21(2): 95-111.
2J.M. OUIGEY, R. VAN ORDER. Explicit Tests of Contingent Claims Models of Mortgage Default[J]. Journal of Real Estate Finance and Economics, 1995,11 (2): 99-118.
3D. R. CAPOZZA, D. KAZARIAN, T. A. THOMSON.The Conditional Probability of Mortgage Default[J]. Real Estate Economics, 1998,26(3): 359-390.
4J.P. HERZOG, J. S. EARLY. Home Mortgage Delinquency and Foreclosure[M]. New York: National Bureau of Economic Research, 1970.
5A.O. WILLIAMS, W. BERANEK, J. KENKEL. Default Risk in Urban Mortgages: A Pittsburgh Prototype Analysis[J].AREUEA Journal, 1974,(2): 101-112.
6VON FURSTENBERG. Default Risk on FHA-Insured Home Mortgages as a Function of the Term of Financing: A Quantitative Analysis[J]. Journal of Finance, 1969,(24):459-477.
7J.B. KAU, D. C. KEENAN, T. KIM. Default Probabilities for Mortgages[J]. Journal of Urban Economics, 1994,35(3):278-296.
8C. FOSTER, R. VAN ORDER. An Option Based on Model of Mortgage Default[J]. Housing Finance Review, 1998,(3):351-372.
9J. JACKSON, D. KASSERNAN. Default Risk on Home Mortgage Loans: A Test of Competing Hypotheses[J]. Journal of Risk and Insurance ,1980,(3): 678-690.
10B. W. AMBROSE, C A CAPONE. The Hazard Rates of First and Second Default [J]. Joumal of Real Estate Finance and Economics, 2000,20(3): 275-293.
