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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Real estate economics : journal of the American Real Estate and Urban Economics Association"
~isPartOf:"The journal of real estate finance and economics"
~person:"Kau, James B."
~subject:"Optionspreistheorie"
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Optionspreistheorie
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5
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5
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4
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3
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1
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Kau, James B.
Ott, Steven Henry
7
Buttimer, Richard J.
5
Childs, Paul D.
4
Newton, David P.
4
Paxson, Dean A.
4
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3
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2
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Journal of financial and quantitative analysis : JFQA
Real estate economics : journal of the American Real Estate and Urban Economics Association
The journal of real estate finance and economics
Journal of financial services research : JFSR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Symposium on catastrophic risk
1
The journal of fixed income
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
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Reduced form mortgage pricing as an alternative to option-pricing models
Kau, James B.
;
Keenan, Donald C.
;
Smurov, Alexey A.
- In:
The journal of real estate finance and economics
33
(
2006
)
3
,
pp. 183-196
Persistent link: https://www.econbiz.de/10003395831
Saved in:
2
Frictions, heterogeneity and optimality in mortgage modeling
Kau, James B.
;
Slawson, V. Carlos
- In:
The journal of real estate finance and economics
24
(
2002
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10001697880
Saved in:
3
Valuing prepayment and default in a fixed-rate mortgage : a bivariate binominal options pricing technique
Hilliard, Jimmy E.
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
3
,
pp. 431-468
Persistent link: https://www.econbiz.de/10001249229
Saved in:
4
The valuation at origination of fixed-rate mortgages with default and prepayment
Kau, James B.
;
Keenan, Donald C.
;
Muller, Walter J.
; …
- In:
The journal of real estate finance and economics
11
(
1995
),
pp. 5-36
Persistent link: https://www.econbiz.de/10001183762
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