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 50 条

[1] DISAGREEMENT IN VALUING CONTINGENT CLAIM IN ESTATE
不详
[J]. JOURNAL OF TAXATION, 1971, 34 (06): : 383 - 383
[2] BUILT-IN WORKHANDLING OPTIONS
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[J]. TOOLING & PRODUCTION, 1984, 50 (04): : 38 - 41
[3] VALUING DELIBERATE BUILT-IN FLEXIBILITY IN HOUSES - EXAMPLED
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Taheriattar, Reza
[J]. INTERNATIONAL JOURNAL OF STRATEGIC PROPERTY MANAGEMENT, 2018, 22 (06) : 479 - 488
[4] A CONTINGENT CLAIM PRICING MODEL FOR VALUING NONRECOURSE LOAN PROGRAMS AND TARGET PRICES
TURVEY, CG
BRORSEN, BW
BAKER, TG
[J]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1988, 70 (05) : 1197 - 1197
[5] Laguerre series in contingent claim valuation, with applications to Asian options
Schröder, M
[J]. MATHEMATICAL FINANCE, 2005, 15 (03) : 491 - 531
[6] Built-in soil analysis
Valenti, M
[J]. MECHANICAL ENGINEERING, 1996, 118 (12) : 10 - 10
[7] Valuing Income-Contingent Loans as Path-Dependent Options
Kim, Daehwan
Kim, Jin-Yeong
[J]. KOREAN ECONOMIC REVIEW, 2011, 27 (02): : 273 - 291
[8] VALUING COMMERCIAL MORTGAGES - AN EMPIRICAL-INVESTIGATION OF THE CONTINGENT-CLAIMS APPROACH TO PRICING RISKY DEBT
TITMAN, S
TOROUS, W
[J]. JOURNAL OF FINANCE, 1989, 44 (02): : 345 - 373
[9] RETAIL LEASEHOLD INTERESTS - A CONTINGENT CLAIM ANALYSIS
CHIANG, R
LAI, TY
LING, DC
[J]. AREUEA JOURNAL-JOURNAL OF THE AMERICAN REAL ESTATE & URBAN ECONOMICS ASSOCIATION, 1986, 14 (02): : 216 - 229
[10] Bayesian analysis of contingent claim model error
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[J]. JOURNAL OF ECONOMETRICS, 2000, 94 (1-2) : 145 - 180

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