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Housing finance in a stochastic economy : contract pricing and choice
Buist, Henry; Yang, Tyler T. - In: Real estate economics : journal of the American Real … 28 (2000) 1, pp. 117-139
Persistent link: https://www.econbiz.de/10001487108
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An analysis of the ex ante probabilities of mortgage prepayment and default
Yang, Tyler T.; Buist, Henry; Megbolugbe, Isaac F. - In: Real estate economics : journal of the American Real … 26 (1998) 4, pp. 651-676
Persistent link: https://www.econbiz.de/10001356962
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A universal lattice
Chen, Ren-Raw; Yang, Tyler T. - In: Review of derivatives research 3 (1999) 2, pp. 115-133
Persistent link: https://www.econbiz.de/10001484568
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Interest-only and principal-only mortgage strips as interest-rate contingent claims
Maris, Brian A. - In: The journal of real estate finance and economics 13 (1996) 3, pp. 187-202
Persistent link: https://www.econbiz.de/10001213397
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Option pricing in a multi-asset, complete market economy
Chen, Ren-Raw; Chung, San-lin; Yang, Tyler T. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 649-666
Persistent link: https://www.econbiz.de/10001724575