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2Drum, K. and C. Spatt .The Effect of Refinancing Costs and Market Imperfections on the Optimal Call Strategy and Pricing of Debt Contracts. working paper, Carnegie Mellon University. 被引量：1
3Fabozzi F.,et al. Foundations of Financial Markets and Institutions [M]. Prenticehall, 1998. 被引量：1
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5Giliberto, M. and T. Thibodeau, Modeling Conventional Residential Mortgage Refinancings, Journal of Real Estate Finance and Economics[J]. 1989, 89-101. 被引量：1
6Findley M., and Capozza D. The variable rate mortgage: An option theory approach [J]. Journal of Money,Credit and Banking, 1977, 9 (2): 356-364. 被引量：1
7Kariya, T., S. Pliska, and F. Ushiyama. A 3-Factor Valuation Model for Mortgage Backed Securities (MBS), working paper, 2002, Kyoto Institute of Economic Research. 被引量：1
8Shwartz, E. and W. Torous, Prepayment and the Valuation of Mortgage-backed Securities[J]. Journal of Finance, 1989, 44, 375-392. 被引量：1
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二级参考文献4
1Giliberto, M. & T. Thibodeau, Modeling Conventional Residential Mortgage Refinancings, Journal of Real Estate Finance and Economics[J]. Spring 1989, p89-- 101. 被引量：1
2Frank J. Fabozzi, Handbook of Mortgage Backed Securities[M]. Chicago, 1995. 被引量：1
3Jerry Green & John B. Shoven, The Effects of Interest Rates on Mortgage Prepayment, Journal of Money, Credit and Banking[J]. Vol. 18, No. 1, 1986, p41--59. 被引量：1
4Schwartz, E. S. & W. N. Torous, "Prepayment and the Valuation of Mortgage-backed Securities",Journal of Finance[J]. 1989, Vol. 44, p375--392. 被引量：1
