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Closed-form mortgage pricing formula with outstanding principal as prepayment value.

Yi-Cheng TsaiZheng-Hui ChenJan-Ming HoMing-Yang KaoChin-Laung LeiSzu-Lang Liao
Published in: CIFEr (2012)
Keyphrases
  • closed form
  • black scholes model
  • real estate
  • iterative procedure
  • point correspondences
  • closed form solutions
  • closed form expressions
  • bayesian networks
  • exponential family