A Lattice Approach to Pricing Fixed‐Rate Mortgages with Default and Prepayment Options
- 1 March 1990
- journal article
- Published by Wiley in Real Estate Economics
- Vol. 18 (1), 91-104
- https://doi.org/10.1111/1540-6229.00511
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
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- Pricing mortgages: An interpretation of the models and resultsJournal of Financial Services Research, 1987
- Valuing the Mortgage Borrower's Prepayment OptionReal Estate Economics, 1985
- Pricing Default Risk in MortgagesReal Estate Economics, 1985
- A Theory of the Term Structure of Interest RatesEconometrica, 1985
- Valuation of GNMA Mortgage‐Backed SecuritiesThe Journal of Finance, 1981
- Option pricing: A simplified approachJournal of Financial Economics, 1979