Exercise Probabilities of Callable Loans and Hedge Swaptions subjected to (non-)rational Exercise Decision

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Georg Schoechtel, Sebastian Schlenkrich
DOI: 10.2139/ssrn.6120767
Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications Credit Risk and Financial Regulations Risk Management in Financial Firms

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint