Outstanding Principal as Prepayment Value: A Closed-Form Formula for Mortgage Pricing

Journal

Journal of Information Science and Engineering

Journal Volume

31

Journal Issue

3

Pages

925-942

Date Issued

2015-05

Author(s)

Yi-Cheng Tsai

Chin-Laung Lei

Jan-Ming Ho

Ming-Yang Kao

Szu-Lang Liao

URI

http://scholars.lib.ntu.edu.tw/handle/123456789/394569

Type

journal article