Reduced form mortgage pricing as an alternative to option-pricing models

Journal of Real Estate Finance and Economics

Volumn 33, Issue 3, 2006, Pages 183-196

  Kau, James B ^a   Keenan, Donald C ^a   Smurov, Alexey A ^a  

^a Department of Insurance Legal Studies Real Estate ^*  (United States)

Author keywords

Default; Mortgage valuation; Prepayment; Reduced form pricing

Indexed keywords

EID: 33750910517     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11146-006-9981-7     Document Type: Article

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