INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK
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Publication:3576958
DOI10.1111/j.1467-9965.2010.00407.xzbMath1198.91219OpenAlexW1519071875MaRDI QIDQ3576958
Publication date: 3 August 2010
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2010.00407.x
hazard ratemortgage-backed securitiesindifference valuationindifference valuation mortgage-backed securitiestotally unpredictable prepayment risk
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