Modeling and replication of the prepayment option of mortgages including behavioral uncertainty

Leonardo Perotti, Lech A. Grzelak, Cornelis W. Oosterlee

Source record

Source: Crossref

Published: May 1, 2026

DOI: 10.1016/j.cam.2025.117190

Open original source ↗

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.