Valuing fixed-income options and mortgage-backed securities with alternative term structure models

Research output: Contribution to journal › Journal Article › peer-review

1 Scopus citations

Original language	English
Pages (from-to)	33-55
Number of pages	23
Journal	Journal of Business Finance and Accounting
Volume	26
Issue number	1-2
DOIs	https://doi.org/10.1111/1468-5957.00247
State	Published - 01 1999
Externally published	Yes

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title = "Valuing fixed-income options and mortgage-backed securities with alternative term structure models",

author = "Chen, \{Ren Raw\} and Maris, \{Brian A.\} and Yang, \{Tyler T.\}",

year = "1999",

month = jan,

doi = "10.1111/1468-5957.00247",

language = "英语",

volume = "26",

pages = "33--55",

journal = "Journal of Business Finance and Accounting",

issn = "0306-686X",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "1-2",

}

TY - JOUR

T1 - Valuing fixed-income options and mortgage-backed securities with alternative term structure models

AU - Chen, Ren Raw

AU - Maris, Brian A.

AU - Yang, Tyler T.

PY - 1999/1

Y1 - 1999/1

UR - https://www.scopus.com/pages/publications/26044440062

U2 - 10.1111/1468-5957.00247

DO - 10.1111/1468-5957.00247

M3 - 文章

AN - SCOPUS:26044440062

SN - 0306-686X

VL - 26

SP - 33

EP - 55

JO - Journal of Business Finance and Accounting

JF - Journal of Business Finance and Accounting

IS - 1-2

ER -