An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options
| Year of publication: |
2008
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|---|---|
| Authors: | Sharp, Nicholas J. ; Newton, David P. ; Duck, Peter W. |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 10732895. - Vol. 36.2008, 3, p. 307-342
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