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Dynamic option adjusted spread...
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20
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19
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International journal of theoretical and applied finance
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269
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74
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73
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Review of quantitative finance and accounting
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1
Mortgage
termination : an empirical hazard model with a stochastic term structure
Deng, Yongheng
- In:
The journal of real estate finance and economics
14
(
1997
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10001222221
Saved in:
2
Convergence studies on Monte Carlo methods for pricing
mortgage
-backed securities
Pang, Tao
;
Yang, Yipeng
;
Zhao, Dai
- In:
International Journal of Financial Studies : open …
3
(
2015
)
2
,
pp. 136-150
pricing complex instruments, like
mortgage
-backed securities (MBS), strong path-dependency and high dimensionality make the …
Persistent link: https://www.econbiz.de/10011308463
Saved in:
3
An option-theoretic prepayment model for mortgages and
mortgage
-backed securities
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 949-978
Persistent link: https://www.econbiz.de/10002476213
Saved in:
4
The value of
mortgage
prepayment and default options
Chen, Yong
;
Connolly, Michael B.
;
Tang, Wenjin
;
Su, Tie
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 840-861
Persistent link: https://www.econbiz.de/10003900917
Saved in:
5
Intensity-based models for pricing
mortgage
-backed securities with repayment risk under a CIR process
Wu, Sen
;
Jiang, Lishang
;
Liang, Jin
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009624491
Saved in:
6
Valuing the defeasance option in securitized commercial mortgages
Dierker, Martin Johannes
;
Quan, Daniel C.
;
Torous, Walter N.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 663-680
Persistent link: https://www.econbiz.de/10003381313
Saved in:
7
Valuation of mortgages by using Lévy models
Chiang, Shu Ling
;
Tsai, Ming-shann
- In:
Journal of real estate research : JRER ; a publication …
46
(
2024
)
1
,
pp. 25-54
Persistent link: https://www.econbiz.de/10014582188
Saved in:
8
Revolving rating analysts and ratings of
mortgage
-backed and asset-backed securities : evidence from LinkedIn
Jiang, John Xuefeng
;
Wang, Isabel Yanyan
;
Wang, K. Philip
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5832-5854
Persistent link: https://www.econbiz.de/10011964594
Saved in:
9
Mortgage
securities as funding source for
mortgage
loans in the European Union
Stefanović, Saša
;
Hanić, Hasan
;
Erić, Dejan
- In:
Economic analysis : EA
48
(
2015
)
1/2
,
pp. 69-85
Persistent link: https://www.econbiz.de/10012063311
Saved in:
10
Behavioral value adjustements
Bissiri, Matteo
;
Cogo, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011787404
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