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comparative statics 1 contingent interest 1 elasticity 1 numerical procedure 1 partial equilibrium 1 participation 1 wealth-maximizing 1
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Alvayay, Jaime 1 Harter, Charles 1 Smith, WM. 1
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Review of Quantitative Finance and Accounting 1
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A Theoretic Analysis of Extent of Lender Participation in a Participating Mortgage
Alvayay, Jaime; Harter, Charles; Smith, WM. - In: Review of Quantitative Finance and Accounting 25 (2005) 4, pp. 383-411
in coupon rate. In this paper, we present a partial equilibrium wealth-maximizing model to estimate the extent of lender …
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