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An option-theoretic prepayment model for mortgages and mortgage-backed securities
Kalotay, Andrew J.; Yang, Deane; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 7 (2004) 8, pp. 949-978
Persistent link: https://www.econbiz.de/10002476213
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Prepayment option of a perpetual corporate loan : the impact of the funding costs
Papin, Timothee; Turinici, Gabriel - In: International journal of theoretical and applied finance 17 (2014) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10010391495
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Demystifying the refi-share mystery
Chang, Yan; Nothaft, Frank E. - In: The journal of real estate research 29 (2007) 4, pp. 511-545
Persistent link: https://www.econbiz.de/10003637928
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Home equity extraction by homeowners : 2000-2006
LaCour-Little, Michael; Rosenblatt, Eric; Yao, Wenxiong - In: The journal of real estate research 32 (2010) 1, pp. 23-46
Persistent link: https://www.econbiz.de/10003967543
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Risk characteristics of real estate related securities : an extension of Liu and Mei (1992)
Liao, Hsien-hsing; Mei, Jianping - In: The journal of real estate research 16 (1998) 3, pp. 279-290
Persistent link: https://www.econbiz.de/10001255746
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Behavioral value adjustements
Bissiri, Matteo; Cogo, Riccardo - In: International journal of theoretical and applied finance 20 (2017) 8, pp. 1-37
Persistent link: https://www.econbiz.de/10011787404
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Analysis of yield spreads on commercial mortgage-backed securities
Maris, Brian A.; Segal, William - In: The journal of real estate research 23 (2002) 3, pp. 235-251
Persistent link: https://www.econbiz.de/10001710971
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Improving parametric mortgage prepayment models with non-parametric kernel regression
LaCour-Little, Michael; Marschoun, Michael; Maxam, Clark L. - In: The journal of real estate research 24 (2002) 3, pp. 299-327
Persistent link: https://www.econbiz.de/10001714730
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Third party originators and mortgage prepayment risk : an agency problem?
LaCour-Little, Michael; Chun, Gregory H. - In: The journal of real estate research 17 (1999) 1/2, pp. 55-70
Persistent link: https://www.econbiz.de/10001422142
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Intensity-based models for pricing mortgage-backed securities with repayment risk under a CIR process
Wu, Sen; Jiang, Lishang; Liang, Jin - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10009624491