Mortgage Pricing Implications of Prepayment: Separating Pecuniary and Non-pecuniary Prepayment Article

Fang, Lu. (2020). Mortgage Pricing Implications of Prepayment: Separating Pecuniary and Non-pecuniary Prepayment . Journal of Real Estate Finance and Economics, 60(3), 239-269. 10.1007/s11146-019-09735-7

keywords

  • BORROWERS
  • Business & Economics
  • Business, Finance
  • EQUITY EXTRACTION
  • Economics
  • INCOME
  • Interest rate
  • MARKET
  • MODELS
  • Mortgages
  • OPTIMAL CALL
  • Option values
  • PENALTIES
  • Prepayment
  • Social Sciences
  • Urban Studies
  • VALUATION

Digital Object Identifier (DOI)

start page

  • 239

end page

  • 269

volume

  • 60

issue

  • 3