Title:

Mortgage Valuation: A Quasi-closed-Form Solution

Authors:

José Azevedo Pereira (UTL, ISEG, UTL)
Cristina Viegas (U Algarve)

Journal:

Quantitative Finance

Year:

2012

Volume:

12

Pages:

993-1001

JEL codes:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages