A new prepayment model (with default): an occupation-time derivative approach
Nicholas J. Sharp; Paul V. Johnson; David P. Newton; Peter W. Duck
| Year of publication: |
2009
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|---|---|
| Authors: | Sharp, Nicholas J. ; Johnson, Paul V. ; Newton, David P. ; Duck, Peter W. |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 39.2009, 2, p. 118-145
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| Subject: | Hypothek | Mortgage | Kredittilgung | Loan repayment | Optionspreistheorie | Option pricing theory | Zeit | Time | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003873975