Pages that link to "Item:Q3188154"
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The following pages link to Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model (Q3188154):
Displaying 9 items.
- Managing the risk of loan prepayments and the optimal structure of short term lending rates (Q665813) (← links)
- Optimal prepayment and default rules for mortgage-backed securities (Q965782) (← links)
- Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options (Q1681008) (← links)
- Prepayment option of a perpetual corporate loan: the impact of the funding costs (Q2874734) (← links)
- Modelling the non-linear effects on loan-level prepayment rates: evidence from adjustable-rate equity loans (Q3182885) (← links)
- (Q4902816) (← links)
- Optimal payment of mortgages (Q5757193) (← links)
- Mortgage contracts and underwater default (Q6542561) (← links)
- The valuation at origination of mortgages with full prepayment and default risks (Q6549637) (← links)