VALUING MORTGAGES WITH BUILT-IN REFINANCING OPTIONS - A CONTINGENT CLAIM ANALYSIS

被引：0

作者：

GILIBERTO, SM ^{[1
]}

LING, DC ^{[1
]}

机构：

[1] UNIV FLORIDA,DEPT FINANCE,GAINESVILLE,FL 32611

来源：

HOUSING FINANCE REVIEW | 1989年 / 8卷 / 04期

关键词：

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：253 / 272

页数：20

共 15 条

[1]

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[2]

CHEN AH, 1989, AREUEA J

[3]

COX JC, 1981, J FINANC, V36, P769

[4] OPTION PRICING - SIMPLIFIED APPROACH [J].

COX, JC ;

ROSS, SA ;

RUBINSTEIN, M .

[5]

DUNN K, 1986, EFFECT REFINANCING C

[6] VALUATION OF COMPOUND OPTIONS [J].

GESKE, R .

[7]

GILIBERTO SM, 1989, AREUEA J

[8]

GILLES C, 1986, J FINANC, V41, P975

[9]

HALL AR, 1985, AREUEA J, V13, P229

[10] PRICING MORTGAGES - AN INTERPRETATION OF THE MODELS AND RESULTS [J].

HENDERSHOTT, PH ;

VANORDER, R .