@article{pricingandhedgingprepaymentriskina,
  title = {Pricing and Hedging Prepayment Risk in a Mortgage Portfolio},
  author = {Emanuele Casamassima and Lech A. Grzelak and Frank A. Mulder and Cornelis W. Oosterlee},
  year = {2021},
  eprint = {2109.14977},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2109.14977v2},
}