Alessandro Moro

Morgan Stanley

Cabot Square, Canary Whart

London, E14 4QW

United Kingdom

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Scholarly Papers (1)

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Flexible-Rate Mortgages

International Journal of Business, Vol. 11, No. 2, 2006
Number of pages: 15 Posted: 27 Apr 2006
Andrea Roncoroni and Alessandro Moro
ESSEC Business School and Morgan Stanley
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Abstract:

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Mortgages, Interest rates, Multiple optimal stopping times, Dynamic programming