The option valuation approach to mortgage pricing

The Journal of Real Estate Finance and Economics ◽

10.1007/bf00152569 ◽

1988 ◽

Vol 1 (2) ◽

pp. 131-149 ◽

Cited By ~ 3

Author(s):

Andrew S. Carron ◽

Marjorie Hogan

Keyword(s):

Option Valuation ◽

Mortgage Pricing

Download Full-text

Behavioral barriers to real option valuation

PsycEXTRA Dataset ◽

10.1037/e722842011-069 ◽

2004 ◽

Author(s):

Sari Carp ◽

Zur Shapira

Keyword(s):

Real Option ◽

Option Valuation ◽

Real Option Valuation ◽

Behavioral Barriers

Download Full-text

ASPECTS OF MORTGAGE PRICING IN DEVELOPING COUNTRIES: THE CASE OF RWANDA

10.15396/afres2016_115 ◽

2016 ◽

Author(s):

Aha Bismark ◽

Iyandemye Samuel

Keyword(s):

Developing Countries ◽

Mortgage Pricing

Download Full-text

Mapping Mortgage Pricing Across the UK: Evidence from Cross Sectional Data Analysis

10.15396/eres2017_127 ◽

2017 ◽

Author(s):

Alla Koblyakova

Keyword(s):

Data Analysis ◽

Cross Sectional ◽

Mortgage Pricing ◽

The Uk

Download Full-text

Option valuation using the fast Fourier transform

The Journal of Computational Finance ◽

10.21314/jcf.1999.043 ◽

1999 ◽

Vol 2 (4) ◽

pp. 61-73 ◽

Cited By ~ 1283

Author(s):

Peter Carr ◽

Dilip Madan

Keyword(s):

Fourier Transform ◽

Fast Fourier Transform ◽

Option Valuation

Download Full-text

Simulation for Option Valuation

SSRN Electronic Journal ◽

10.2139/ssrn.1121293 ◽

1996 ◽

Author(s):

Pablo Fernandez

Keyword(s):

Option Valuation

Download Full-text

Mortgage Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.1414351 ◽

2009 ◽

Author(s):

Ararat Yesayan

Keyword(s):

Mortgage Pricing

Download Full-text

Sensitivity Analysis for Cash Flow Simulation Based Real Option Valuation

SSRN Electronic Journal ◽

10.2139/ssrn.1864909 ◽

2011 ◽

Cited By ~ 2

Author(s):

Tero J. Haahtela

Keyword(s):

Sensitivity Analysis ◽

Cash Flow ◽

Real Option ◽

Flow Simulation ◽

Option Valuation ◽

Real Option Valuation ◽

Simulation Based

Download Full-text

Option Valuation Formula for General Garch-in-Mean Models

SSRN Electronic Journal ◽

10.2139/ssrn.3185994 ◽

2018 ◽

Author(s):

Zhongmin Qian ◽

Xingcheng Xu

Keyword(s):

Option Valuation

Download Full-text

Excessive Discretion in Corporate Disclosure? Evidence from Option Valuation

SSRN Electronic Journal ◽

10.2139/ssrn.3312204 ◽

2018 ◽

Author(s):

Pierre Chaigneau ◽

Julien Le Maux ◽

Antoine Noël

Keyword(s):

Option Valuation ◽

Corporate Disclosure

Download Full-text

Executive Stock and Option Valuation in a Two State-Variable Framework: Allowing Optimal Investment of Outside Wealth in the Riskfree Asset and the Market Portfolio

SSRN Electronic Journal ◽

10.2139/ssrn.494282 ◽

2004 ◽

Cited By ~ 2

Author(s):

Jie Cai ◽

Anand M. Vijh

Keyword(s):

Optimal Investment ◽

Option Valuation ◽

State Variable ◽

Market Portfolio

Download Full-text