Pricing the Defeasance Option in Securitized Commercial Mortgages-Reference-Cited by-同舟云学术

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Pricing the Defeasance Option in Securitized Commercial Mortgages

Published:2004 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Dierker Martin,Quan Daniel C.,Torous Walter N.

Publisher

Elsevier BV

Reference7 articles.

1. Understanding Prepayments in CMBS Deals;D Cheng;The Handbook of Commercial MortgageBacked Securities,1999

2. A Liquidity Based Model of Security Design;D Duffie;Econometrica,1999

3. Credit-Driven Prepayment and Default Analysis;M Ervolini;The Handbook of Commercial MortgageBacked Securities,1999

4. An Investor's Perspective on Commercial Mortgage-Backed CouponStrips;K Gollenberg;The Handbook of Commercial MortgageBacked Securities,1999

5. Valuing American options by simulation: a simple least-squares approach;F Longstaff;Review of Financial Studies,2001

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Advance Refundings of Municipal Bonds;The Journal of Finance;2017-05-15

2. Advance Refundings of Municipal Bonds;SSRN Electronic Journal;2013

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