Valuing Prepayment and Default in a Fixed-Rate Mortgage: A Bivariate Binomial Options Pricing Technique

Year of publication:	1998
Authors:	Hilliard, Jimmy E. ; Kau, James B. ; Slawson, V. Carlos
Published in:	Real Estate Economics. - American Real Estate and Urban Economics Association - AREUEA. - Vol. 26.1998, 3, p. 431-468
Publisher:	American Real Estate and Urban Economics Association - AREUEA

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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