An Arbitrage-Free Estimate of Prepayment Option Prices in...

Real Estate Economics 1995 Vol. 23; Iss. 1

An Arbitrage-Free Estimate of Prepayment Option Prices in Fixed-Rate GNMA Mortgage-Backed Securities

Ehud I. Ronn, Peter D. Rubinstein, Fung-Shine Pan
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Volume:
23
Year:
1995
Pages:
20
DOI:
10.1111/1540-6229.00655
File:
PDF, 1.27 MB
1995
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