Reduced form mortgage pricing as an alternative to option-pricing models
James B. Kau; Donald C. Keenan; Alexey A. Smurov
| Year of publication: |
2006
|
|---|---|
| Authors: | Kau, James B. ; Keenan, Donald C. ; Smurov, Alexey A. |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 33.2006, 3, p. 183-196
|
| Subject: | Hypothek | Mortgage | CAPM | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003395831