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"Optimal Mortgage Prepayment Under the Cox-Ingersoll-Ross Model."

Chris Jones, Xinfu Chen (2016)

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DOI: 10.1137/16M1066555

access: closed

type: Journal Article

metadata version: 2017-05-17

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Chris Jones, Xinfu Chen:
Optimal Mortgage Prepayment Under the Cox-Ingersoll-Ross Model. SIAM J. Financial Math. 7(1): 552-566 (2016)

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