1Kau J B, Keen D C. An overview of the option-theoretic pricing of mortgages[J]. Journal of Housing Research, 1995, 6(2):217-244.
2Kau J B, Keenan D C, et al. The valuation and analysis of adjustable rate mortgagages[J]. Management Science, 1990, 36(12):1417-1431.
3Hilliard J E, Adam S. Pricing options on traded assets under stochastic interest rates and volatility: A binomial approach[J]. The Journal of Engineering, 1997, 6(4): 281-305.
4Hilliard J E, Kau J B, Slawson V C. Jr. Valuing the prepayment and default options in a fixed-rate mortgage: A bivariat binimia options technique[J]. Real Estate Economics,' 1998, 26(3): 431-468.
5Vasicek O A. An equilibrium characterization of the term structure[J]. Journal of Financial Economics, 1977, 5: 177-188.
6姜礼尚.金融衍生物定价模型和方法[M].北京:高教出版社,2003..
7Friedman A. Variational Principles and Free Boundary Problems[M]. New York: John Wiley & Sons, 1982.
8Black F, Scholes M. The pricing of options and corporate liabilities[J]. Journal of Political Economy, 1973, 81: 637-659.
