Valuing Prepayment and Default in a Fixed-Rate Mortgage: A Bivariate Binomial Options Pricing Technique
| Year of publication: |
1998
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|---|---|
| Authors: | Hilliard, Jimmy E. ; Kau, James B. ; Slawson Jr, V.Carlos |
| Published in: |
Real estate economics : journal of the American Real Estate and Urban Economics Association. - Bloomington, Ind : AREUEA, ISSN 1080-8620, ZDB-ID 12346536. - Vol. 26.1998, 3, p. 431-468
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