Peter D. Rubinstein

affiliation not provided to SSRN

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Scholarly Papers (1)

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

Posted: 25 Aug 1998
Ehud I. Ronn, Peter D. Rubinstein and Fung-Shine Pan
University of Texas at Austin - Department of Finance, affiliation not provided to SSRN and California State University, East Bay - Department of Management

Abstract:

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