Work

Valuing Prepayment and Default in a Fixed‐Rate Mortgage: A Bivariate Binomial Options Pricing Technique

Year: 1998

Type: article

Source: Real Estate Economics

DOI: 10.1111/1540-6229.00752

Authors: Jimmy E. Hilliard, James B. Kau, V. Carlos Slawson

Institutions: University of Georgia, Louisiana State University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2009628448

FWCI: 7.371

Cites: 30

Cited by: 81

Related to: 10