Mortgage valuation: a quasi-closed-form solution

DOI10.1080/14697688.2010.492234zbMATH Open1279.91174OpenAlexW2042579503MaRDI QIDQ2873530FDOQ2873530

Cristina Viegas, José Azevedo-Pereira

Publication date: 24 January 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10400.1/4825

zbMATH Keywords

contingent claims mortgage valuation modelnon-stochastic interest ratesquasi-closed-form solution

Mathematics Subject Classification ID

Credit risk (91G40)

Cites Work

• The pricing of options and corporate liabilities
• Optimal Stopping and the American Put
• ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
• An exact and explicit solution for the valuation of American put options
• Randomization and the American Put

This page was built for publication: Mortgage valuation: a quasi-closed-form solution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2873530)