Outstanding Principal as Prepayment Value: A Closed-Form Formula for Mortgage Pricing
نویسندگان
چکیده
YI-CHENG TSAI, CHIN-LAUNG LEI, JAN-MING HO, MING-YANG KAO AND SZU-LANG LIAO Electrical Engineering and Computer Science National Taiwan University Taipei, 116 Taiwan Institute of Information Science Academia Sinica Taipei, 115 Taiwan Electrical Engineering and Computer Science Northwestern University Evanston, IL 60201, USA Department of Money and Banking National Chung-Cheng University Taipei, 621 Taiwan E-mail: [email protected]; [email protected]; [email protected]; [email protected]; [email protected]
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ورودعنوان ژورنال:
- J. Inf. Sci. Eng.
دوره 31 شماره
صفحات -
تاریخ انتشار 2015