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Reduced Form Mortgage Pricing as an Alternative to Option-Pricing Models

✍ Scribed by James B. Kau; Donald C. Keenan; Alexey A. Smurov

Publisher
Springer US
Year
2006
Tongue
English
Weight
255 KB
Volume
33
Category
Article
ISSN
0895-5638

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The accuracy and efficiency of alternati
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✍ Hsuan-Chi Chen; David M. Chen; San-Lin Chung πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 141 KB πŸ‘ 1 views

## Abstract This article presents a log‐transformed trinomial approach to option pricing and finds that various numerical procedures in the option pricing literature are embedded in this approach with choices of different parameters. The unified view also facilitates comparisons of computational ef