Optimal prepayment and default rules for mortgage-backed securities (Q965782)
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scientific article; zbMATH DE number 5701503
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal prepayment and default rules for mortgage-backed securities |
scientific article; zbMATH DE number 5701503 |
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Optimal prepayment and default rules for mortgage-backed securities (English)
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26 April 2010
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computationally simple trees
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hazard function
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mortgage-backed securities
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optimal stopping
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two-dimensional trees
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