Mortgages and Markov Chains: A Simplified Evaluation Model
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Publication:4274630
DOI10.1287/mnsc.39.6.683zbMath0783.90026OpenAlexW2142204842MaRDI QIDQ4274630
Publication date: 2 January 1994
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.39.6.683
stochastic modelsfinancediscrete-time, finite-state Markov chainmortgage- backed securitiessecurity- evaluation methodsstochastic interest-rate models
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