A stochastic partial differential equation model for the pricing of mortgage-backed securities (Q1615911)

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A stochastic partial differential equation model for the pricing of mortgage-backed securities
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    A stochastic partial differential equation model for the pricing of mortgage-backed securities (English)
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    31 October 2018
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    stochastic PDE
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    particle system
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    measure-valued process
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    mortgage-backed securities
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