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Mortgage valuation: a quasi-closed-form solution - MaRDI portal

Mortgage valuation: a quasi-closed-form solution (Q2873530)

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scientific article; zbMATH DE number 6250069
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Mortgage valuation: a quasi-closed-form solution
scientific article; zbMATH DE number 6250069

    Statements

    Mortgage valuation: a quasi-closed-form solution (English)
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    24 January 2014
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    contingent claims mortgage valuation model
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    quasi-closed-form solution
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    non-stochastic interest rates
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