Mortgage refinancing, optimized
Mortgage Valuation and Optimal Refinancing, Pliska (2006)
Landholders, Residential Land Conversion, and
Market Signals, Margulis (2006)
Mortgage Payment Reset: The Rumor and the Reality,
Christopher Cagan (2006)
Option-Theoretic Prepayment Model for Mortgages,
Fabozzi, Kalotay and Yang. (2004)
The Complexities of Mortgage Options,
Prendergast (2003)
Optimal Recursive Refinancing and the Valuation of
Mortgage-Backed Securities, Longstaff (2002)
Best-Practices in Mortgage Default Risk Measurement and
Economic Capital, Kaskowitz, Lundstedt (2002)
Mortgage Banking, Comptroller’s Handbook (1998)
Subprime mortgage rate spread at origination
Residential Mortgage Termination and Severity,
De Franco. (1994)