The value of mortgage prepayment and default options

C-Tier

Journal: Journal of Futures Markets

Year: 2009

Volume: 29

Issue: 9

Pages: 840-861

Authors (4)

Yong Chen (not in RePEc) Michael Connolly (University of Miami) Wenjin Tang (not in RePEc) Tie Su (not in RePEc)

Score contribution per author:

0.252 = (α=2.02 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count