Mortgages and Markov Chains: A Simplified Evaluation Model
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Publication:4274630
DOI10.1287/mnsc.39.6.683zbMath0783.90026MaRDI 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 models; finance; discrete-time, finite-state Markov chain; mortgage- backed securities; security- evaluation methods; stochastic interest-rate models
91B62: Economic growth models
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