Valuing Prepayment and Default in a Fixed-Rate Mortgage: A Bivariate Binomial Options Pricing Technique
Jimmy E. Hilliard, James B. Kau, V. Carlos Slawson Jr.Volume:
26
Année:
1998
Pages:
38
DOI:
10.1111/1540-6229.00752
Fichier:
PDF, 2.22 MB
1998