@ARTICLE\{IMM2004-0522,
    author       = "S. S. Nielsen and R. Poulsen",
    title        = "A Two-factor, Stochastic Programming Model of Danish Mortgage Backed Securities",
    year         = "2004",
    keywords     = "Interest-Rate models, stochastic programming, mortgage backed securities",
    pages        = "1267-1289.",
    journal      = "Journal of Economic Dynamics and Control",
    volume       = "28",
    editor       = "",
    number       = "7",
    publisher    = "",
    url          = "http://www2.compute.dtu.dk/pubdb/pubs/522-full.html"
}