AN INTENSITY-BASED APPROACH TO THE VALUATION OF MORTGAGE CONTRACTS AND COMPUTATION OF THE ENDOGENOUS MORTGAGE RATE
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Publication:5487830
DOI10.1142/S0219024906003871zbMath1138.91396MaRDI QIDQ5487830
Publication date: 12 September 2006
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
91B24: Microeconomic theory (price theory and economic markets)
60G07: General theory of stochastic processes
91G20: Derivative securities (option pricing, hedging, etc.)
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Cites Work
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