Mortgage valuation: a quasi-closed-form solution

The substantial growth observed in commercial mortgage contracts during the last two decades justifies a greater academic effort in order to develop adequate valuation models. In the vast majority of cases, the literature in this field has presented only numeric solutions. In order to obtain these n...

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Bibliographic Details
Main Author: Viegas, Cristina (author)
Other Authors: Pereira, José Azevedo (author)
Format: article
Language:eng
Published: 2022
Subjects:
Online Access:http://hdl.handle.net/10400.5/24682
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/24682