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Keywords: Discrete time three‐factor model
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Journal Articles
Journal:
Managerial Finance
Managerial Finance (2011) 37 (11): 1068–1087.
Published: 27 September 2011
... that are highly correlated. © Emerald Group Publishing Limited 2011 Securities Pricing Cash flow Mortgage‐backed securities (MBS) Discrete time three‐factor model Refinance Prepayment behaviour Burnout‐effect Via a no‐arbitrage pricing theory in a discrete time setting, Kariya...
