Computation of Hedging Coefficients for Mortgage Default...

  • Main
  • 2018 / 11
  • Computation of Hedging Coefficients for Mortgage Default...
The Journal of Real Estate Finance and Economics 2018 / 11

Computation of Hedging Coefficients for Mortgage Default and Prepayment Options: Malliavin Calculus Approach

Yilmaz, Bilgi, Selcuk-Kestel, A. Sevtap
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Journal:
The Journal of Real Estate Finance and Economics
DOI:
10.1007/s11146-018-9688-6
Date:
November, 2018
File:
PDF, 3.16 MB
2018
Conversion to is in progress
Conversion to is failed