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A new prepayment model (with default): an occupation-time derivative approach
Sharp, Nicholas J.
;
Johnson, Paul V.
;
Newton, David P.
; …
- In:
The journal of real estate finance and economics
39
(
2009
)
2
,
pp. 118-145
Persistent link: https://www.econbiz.de/10003873975
Saved in:
2
An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options
Sharp, Nicholas J.
;
Newton, David P.
;
Duck, Peter W.
- In:
The journal of real estate finance and economics
36
(
2008
)
3
,
pp. 307-342
Persistent link: https://www.econbiz.de/10003733641
Saved in:
3
A New Prepayment Model (with Default): An Occupation-time Derivative Approach
Sharp, Nicholas J.
;
Johnson, Paul V.
;
Newton, David P.
; …
- In:
The journal of real estate finance and economics
39
(
2009
)
2
,
pp. 118-145
Persistent link: https://www.econbiz.de/10008273921
Saved in:
4
An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options
Sharp, Nicholas J.
;
Newton, David P.
;
Duck, Peter W.
- In:
The journal of real estate finance and economics
36
(
2008
)
3
,
pp. 307-342
Persistent link: https://www.econbiz.de/10007916453
Saved in:
5
Investor timing behaviour under imperfect timing information in the factor model
Howell, Sydney D.
;
Armada, Manuel José da Rocha
-
1992
Persistent link: https://www.econbiz.de/10000837948
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6
The reasonable expectations of rational investors, and the ex post, ex ante distinction
Howell, Sydney D.
;
Newton, David P.
-
1992
Persistent link: https://www.econbiz.de/10000838241
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7
An instance of local community and class conflict : Spanningdale playgroup
Howell, Sydney D.
-
1992
Persistent link: https://www.econbiz.de/10000838242
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8
Correlation between market timing performance and stock selection performance in the Henriksson-Merton model
Howell, Sydney D.
;
Armada, Manuel José da Rocha
-
1992
Persistent link: https://www.econbiz.de/10000838243
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9
The benefits of integrating European electricity markets
Newbery, David M. G.
;
Strbac, Goran
;
Viehoff, Ivan
-
2015
Persistent link: https://www.econbiz.de/10011285992
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10
A system operator's utility function for the frequency response market
Greve, Thomas
;
Teng, Fei
;
Pollitt, Michael G.
;
Strbac, Goran
-
2017
Persistent link: https://www.econbiz.de/10011741673
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