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Assessing mortgage servicing rights using a reduced-form model : considering the effects of interest rate risks, prepayment and default risks, and random state variables
Chiang, Shu Ling
;
Yang, Tyler
;
Tsai, Ming-shann
- In:
Journal of housing economics
32
(
2016
),
pp. 29-46
Persistent link: https://www.econbiz.de/10011631690
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