An Improved Fixed-Rate Mortgage Valuation Methodology with...

An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options

Nicholas J. Sharp, David P. Newton, Peter W. Duck
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Volume:
36
Language:
english
Pages:
36
DOI:
10.1007/s11146-007-9055-5
Date:
April, 2008
File:
PDF, 594 KB
english, 2008
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