Explicit formulas for pricing of callable mortgage-backed...

Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates

Xiao-song Qian, Li-shang Jiang, Cheng-long Xu, Sen Wu
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Volume:
393
Year:
2012
Language:
english
Pages:
1
DOI:
10.1016/j.jmaa.2012.03.057
File:
PDF, 334 KB
english, 2012
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