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Volumn 24, Issue 3, 2002, Pages 239-260

Frictions, heterogeneity and optimality in mortgage modeling

Author keywords

Mortgages; Options pricing; Transaction costs

Indexed keywords


EID: 0141625667     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1015265230808     Document Type: Article
Times cited : (9)

References (20)
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  • 6
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    • Mortgage terminations, heterogeneity and the exercise of mortgage options
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    • Deng, Y.1    Quigley, J.M.2    Van Order, R.3
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    • An empirical test of a two-factor mortgage prepayment and valuation model: How much do house prices Matter?
    • Manuscript presented, January
    • Downing, C., R. Stanton, and N. Wallace. (2001)."An Empirical Test of a Two-Factor Mortgage Prepayment and Valuation Model: How much do House Prices Matter?" Manuscript presented at the AREUEA meeting, January.
    • (2001) AREUEA Meeting
    • Downing, C.1    Stanton, R.2    Wallace, N.3
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    • An empirical investigation of the contingent-claims approach to pricing residential mortgage debt
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    • Giliberto, S.M.1    Ling, D.C.2
  • 10
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    • Pricing mortgages: An interpretation of the models and results
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    • Valuing the prepayment and default options in a fixed-rate mortgage: A bivariate binomial options pricing technique
    • Hilliard, J. E., J. B. Kau, and V. C. Slawson, Jr. (1998). "Valuing the Prepayment and Default Options in a Fixed-Rate Mortgage: A Bivariate Binomial Options Pricing Technique," Real Estate Economics 26(3), 431-468.
    • (1998) Real Estate Economics , vol.26 , Issue.3 , pp. 431-468
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  • 12
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  • 20
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    • Vandell, K. D. (1995). "How Ruthless is Mortgage Default? A Review and Synthesis of the Evidence," Journal of Housing Research. FNMA Office of Housing Research.
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    • Vandell, K.D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.