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Outstanding Principal as Prepayment Value: A Closed-Form Formula for Mortgage Pricing.
Hyi-Cheng Tsai
Chin-Laung Lei
Jan-Ming Ho
Ming-Yang Kao
Szu-Lang Liao
Published in:
J. Inf. Sci. Eng. (2015)
Keyphrases
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closed form
black scholes model
real estate
point correspondences
exponential family
closed form expressions
option pricing
closed form solutions
iterative procedure