Pages that link to "Item:Q3576958"
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The following pages link to INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK (Q3576958):
Displaying 11 items.
- Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854) (← links)
- Well posedness and comparison principle for option pricing with switching liquidity (Q1644320) (← links)
- Valuation of mortgage interest deductibility under uncertainty: an option pricing approach (Q2002648) (← links)
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- Endogenous current coupons (Q2412391) (← links)
- A multidimensional exponential utility indifference pricing model with applications to counterparty risk (Q2796752) (← links)
- A HYBRID-FORM MODEL FOR THE PREPAYMENT-RISK-NEUTRAL VALUATION OF MORTGAGE-BACKED SECURITIES (Q3168861) (← links)
- Valuation of mortgage pass-through securities with partial prepayment risk (Q5093701) (← links)
- (Q5482567) (← links)
- EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS (Q5746930) (← links)
- Indifference pricing of credit default swaps in a multi-period model (Q6102890) (← links)
