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Least-Squares Monte Carlo Methods for Pricing Options Embedded in Mortgages Journal article
Journal of Applied Finance&Banking, 2016,Volume: 6,Issue: 2,Page: 1-20
Authors:  Deng DING;  Wenfei Wang;  Li Wang
Favorite  |  View/Download:2/0  |  Submit date:2019/07/22
Least-squares Monte Carlo Method  Options Embedded In Mortgages  Optimal Stopping  Dynamic Programming  
Options to Change Strategy Between Audits in Mortgage Insurance? Conference paper
Proceedings of 12th Asian Real Estate Society Annual Conference, University of Macau, in Macau, China, 2007-07-09
Authors:  Robert Van Order;  Rose Neng Lai
Favorite  |  View/Download:25/0  |  Submit date:2019/10/17
Values of Mortgages with Top-up Payment Options Journal article
International Journal of Theoretical and Applied Finance, 2006,Volume: 99,Issue: 05,Page: 801-824
Authors:  Rose Neng Lai;  Seow Eng Ong;  Tien Foo Sing
Favorite  |  View/Download:4/0  |  Submit date:2019/10/17
Negative Equity  Top-up Options  Mortgage Default