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The role of refinancing in the interest rate pass-through to fixed-rate mortgage contracts
Hensch, Jonas Ladegaard, (2021)
The role of prepayment penalties in mortgage loans
Beltratti, Andrea, (2017)
An optimal mortgage refinancing strategy with stochastic interest rate
Wu, Xiaoxia, (2019)
An intensity-based approach to the valuation of mortgage contracts and computation of the endogenous mortgage rate
Goncharov, Yevgeny, (2006)
Computing the endogenous mortgage rate without iterations
Goncharov, Yevgeny, (2009)
AN INTENSITY-BASED APPROACH TO THE VALUATION OF MORTGAGE CONTRACTS AND COMPUTATION OF THE ENDOGENOUS MORTGAGE RATE
GONCHAROV, YEVGENY, (2006)