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A model for pricing securities dependent upon a real estate index
Buttimer, Richard J. - In: Journal of housing economics 6 (1997) 1, pp. 16-30
Persistent link: https://www.econbiz.de/10001217847
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The valuation at origination of fixed-rate mortgages with default and prepayment
Kau, James B.; Keenan, Donald C.; Muller, Walter J.; … - In: The journal of real estate finance and economics 11 (1995), pp. 5-36
Persistent link: https://www.econbiz.de/10001183762
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Option theory and floating-rate securities with a comparison of adjustable- and fixed-rate mortgages
Kau, James B. (contributor) - In: The journal of business : B 66 (1993) 4, pp. 595-618
Persistent link: https://www.econbiz.de/10001159930
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A generalized valuation model for fixed-rate residential mortgages
Kau, James B. (contributor) - In: Journal of money, credit and banking : JMCB 24 (1992) 3, pp. 279-299
Persistent link: https://www.econbiz.de/10001128421
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The valuation and analysis of adjustable rate mortgages
Kau, James B. (contributor) - In: Management science : journal of the Institute for … 36 (1990) 12, pp. 1417-1431
Persistent link: https://www.econbiz.de/10001101565
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Pricing commercial mortgages and their mortgage-backed securities
Kau, James B. (contributor) - In: The journal of real estate finance and economics 3 (1990) 4, pp. 333-356
Persistent link: https://www.econbiz.de/10001102018
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Reduced form mortgage pricing as an alternative to option-pricing models
Kau, James B.; Keenan, Donald C.; Smurov, Alexey A. - In: The journal of real estate finance and economics 33 (2006) 3, pp. 183-196
Persistent link: https://www.econbiz.de/10003395831
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Currency option pricing with stochastic domestic and foreign interest rates
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 139-151
Persistent link: https://www.econbiz.de/10001106740
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Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.; Schwartz, Adam - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 671-692
Persistent link: https://www.econbiz.de/10003160394
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An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.; Hilliard, Jitka; Ni, Yinan - In: Quantitative finance 22 (2022) 7, pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896