ONE- AND MULTI-FACTOR VALUATION OF MORTGAGES: COMPUTATIONAL PROBLEMS AND SHORTCUTS

DOI10.1142/S0219024999000224MaRDI QIDQ3523538zbMATH OpenOpenAlexFDO

Authors Alexander Levin

Publication date 3 September 2008

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219024999000224

Mathematics Subject Classification ID

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Cites work

• Pricing interest-rate-derivative securities

Cited in

(1)

• One- and multi-factor valuation of mortgages: Computational problems and shortcuts

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