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Pricing and Hedging the Prepayment Option of Mortgages Under Stochastic Housing Market Activity

Year: 2026

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024926300015

Authors: LEONARDO PEROTTI, LECH A. GRZELAK, CORNELIS W. OOSTERLEE

Institution: Utrecht University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7166869029

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Cites: 23

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