scientific article; zbMATH DE number 1444525

zbMATH Open0982.91022MaRDI QIDQ4953580FDOQ4953580

Authors: Andrea Consiglio, Massimo Costabile, Carlo Mari, Ivar Massabò 

Publication date: 22 June 2000

Title of this publication is not available (Why is that?)

Recommendations

• Valuing mortgage contracts via an option model
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• Optimal prepayment of Dutch mortgages*
• scientific article; zbMATH DE number 2226957

zbMATH Keywords

option pricingmortgagesterm structure models

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cited In (5)

• Valuing mortgage contracts via an option model
• Valuation of mortgage interest deductibility under uncertainty: an option pricing approach
• Optimal prepayment of Dutch mortgages*
• Pricing home mortgages and bank collateral: a rational expectations approach
• Title not available (Why is that?)

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