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

Yi-Cheng TsaiChin-Laung LeiJan-Ming HoMing-Yang KaoSzu-Lang LiaoCHIN-LAUNG LEI2018-09-102018-09-102015-05http://scholars.lib.ntu.edu.tw/handle/123456789/394569Outstanding Principal as Prepayment Value: A Closed-Form Formula for Mortgage Pricingjournal article2-s2.0-84934287033WOS:000355962400009