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Mortgage valuation with optimal intertemporal refinancing strategies
Harding, John P., (2000)
NPV of refinancing : rethinking the borrower's discount rate
Trefzger, Joseph W., (2015)
The role of prepayment penalties in mortgage loans
Beltratti, Andrea, (2017)
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)