Pricing and hedging the prepayment option of mortgages under stochastic housing market activity

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Perotti, Leonardo, Grzelak, Lech A., Oosterlee, Cornelis W.
Format:	Preprint
Published:	2025
Subjects:	Pricing of Securities
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2507.08641