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Wojakowski, Rafal M. Ebrahim, Muhammed Shahid Taylor, Stephen Shiller, Robert J. Dias, José Carlos Xu, Xinzhong Chung, San-Lin Swade, Alexander Lohre, Harald Sonika, Rohit Umutlu, Mehmet Tsekrekos, Andrianos E. Pong, Shiu-yan Eddie Chung, San-lin Wojakowski, Rafał Liu, Xiaoquan Voukelatos, Nikolaos Fu, Xi Carline, Nicholas F. Aretz, Kevin Sødal, Sigbjørn Wojakowski, Rafał M. Nolte, Sandra Arisoy, Yakup Eser Yu, Peng Keswani, Aneel Yan, Jiali Hwang, Soosung Gager, Philip C. Pong, Shiuyan Nolte (Lechner), Sandra Gilder, Dudley O'Brien, Fergal Yeh, Chung-ying Ko, Kunyi Wojakowski, Rafal Hixon, Scott Taylor, Paul A. Panaretou, Argyro Yao, Chelsea Yaqiong Raol, Jay Sandri, Matteo Yao, Yaqiong Pavlidis, Efthymios Klumpes, Paul J. M. All co-authors mortgages option returns stock workout financial market prices cwms implied pricing model form continuous real closed pms models
Composed terms closed form option pricing theory continuous workout participating mortgages workout mortgages efficiency financial implied volatilities long memory capital income real estate market share price real estate price implied volatility option prices finite maturity repayment cwms adjustable workout real options analysis option trading mortgages efficiency real estate caps floors convertible mortgages loans especially sub prime prime crisis results importance importance help help understanding understanding mechanics mechanics cwms cwms estimating estimating key key contract contract parameters historical forecasts
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Mark B. Shackleton Alternative spellings: M. B. Shackleton Mark Shackleton Biblio: Tätig am Dep. of Accounting and Finance, Lancaster Univ., UK
Q30084541
Publishing years Series Working papers / Lancaster University Management School (5) Cowles Foundation Discussion Paper (2) Cowles Foundation discussion paper (2) 30th Australasian Finance and Banking Conference 2017 (1) Working papers / University of Kent, Kent Business School (1) NBER Working Paper (1) EFA 2008 Athens Meetings Paper (1) Working paper / National Bureau of Economic Research, Inc. (1)