Media type: E-Article Title: Pricing and hedging prepayment risk in a mortgage portfolio Contributor: Casamassima, Emanuele [VerfasserIn]; Grzelak, Lech A. [VerfasserIn]; Mulder, Frank A. [VerfasserIn]; Oosterlee, Cornelis Willebrordus [VerfasserIn] imprint: 2022 Published in: International journal of theoretical and applied finance ; 25(2022), 4/5 vom: Juni/Aug., Artikel-ID 2250016, Seite 1-37 Language: English DOI: 10.1142/S0219024922500169 Identifier: Keywords: conditional prepayment rate ; CPR ; hedging ; mortgages ; Prepayment risk ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access