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 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005693436