An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve (Q856302)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve |
scientific article |
Statements
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve (English)
0 references
7 December 2006
0 references
stochastic programming
0 references
finance
0 references
linear programming
0 references
simulation
0 references
