Valuing prepayment and default in a fixed-rate mortgage: A bivariate binomial options pricing technique

Real Estate Economics

Volumn 26, Issue 3, 1998, Pages 431-468

  Hilliard, Jimmy E ^a   Kau, James B ^a   Slawson Jr , V Carlos ^b  

^a UNIVERSITY OF GEORGIA   (United States)

^b LOUISIANA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032221485     PISSN: 10808620     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6229.00752     Document Type: Article

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