A Two-factor, Stochastic Programming Model of Danish Mortgage Backed Securities |
| | Keywords | Interest-Rate models, stochastic programming, mortgage backed securities | | Type | Journal paper [With referee] | | Journal | Journal of Economic Dynamics and Control | | Year | 2004 Vol. 28 No. 7 pp. 1267-1289. | | BibTeX data | [bibtex] | | IMM Group(s) | Operations Research |
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