Items where Author is "Perraudin, W R M"

Lambrecht, B M and Perraudin, W R M and Satchell, S E (2003) Mortgage default and possession under recourse: a competing hazards approach. Journal of Money, Credit and Banking, 35 (2). pp. 425-442. ISSN 0022-2879

Lambrecht, B M and Perraudin, W R M (2003) Real options and preemption under incomplete information. Journal of Economic Dynamics and Control, 27 (4). pp. 619-643. ISSN 0165-1889

Satchell, S E and Perraudin, W R M and Lambrecht, B M (1997) Approximating the finite sample bias for maximum likelihood estimators using the score. Econometric Theory, 13 (2). pp. 310-312. ISSN 1469-4360

Satchell, S E and Perraudin, W R M and Lambrecht, B M (1997) Time to default in the UK mortgage market. Economic Modelling, 14 (4). pp. 485-499. ISSN 0264-9993

Perraudin, W R M and Lambrecht, B M (1996) Creditor races and contingent claims. European Economic Review, 40. pp. 897-907. ISSN 0014-2921