A boundary PDE feedback control approach for the stabilization of mortgage price dynamics
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http://aip.scitation.org/doi/pdf/10.1063/1.5012324
Reference27 articles.
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3. AN INTENSITY-BASED APPROACH TO THE VALUATION OF MORTGAGE CONTRACTS AND COMPUTATION OF THE ENDOGENOUS MORTGAGE RATE
4. Rational Prepayment and the Valuation of Mortgage-Backed Securities
5. Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates
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