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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
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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
Cover Image
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
Cover Image
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