VALUES OF MORTGAGES WITH TOP-UP PAYMENT OPTIONS

DOI10.1142/S0219024906003779zbMATH Open1138.91456OpenAlexW1981593585MaRDI QIDQ5487844FDOQ5487844

Authors: Rose Neng Lai, Seow Eng Ong, Tien Foo Sing 

Publication date: 12 September 2006

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024906003779

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zbMATH Keywords

mortgage defaultnegative equitytop-up options

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57)

Cites Work

• The pricing of options and corporate liabilities
• A theory of the term structure of interest rates
• Interest-rate option models: understanding, analysing and using models for exotic interest-rate options.
• Default Probabilities for Mortgages
• Title not available (Why is that?)

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