A prepayment-risk-neutral pricing model for mortgage-backed securities (Q5006103)
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scientific article; zbMATH DE number 7381398
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A prepayment-risk-neutral pricing model for mortgage-backed securities |
scientific article; zbMATH DE number 7381398 |
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12 August 2021
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morgage-backed securities
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prepayment
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call option
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A prepayment-risk-neutral pricing model for mortgage-backed securities (English)
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