Optimal prepayment and default rules for mortgage-backed securities
| Year of publication: |
2010
|
|---|---|
| Authors: | Rossi, Giulia De ; Vargiolu, Tiziano |
| Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 33.2010, 1, p. 23-47
|
| Publisher: |
Springer |
| Subject: | Computationally simple trees | Hazard function | Mortgage-backed securities | Optimal stopping | Two-dimensional trees |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008552397