An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve (Q856302)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve |
scientific article; zbMATH DE number 5078537
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve |
scientific article; zbMATH DE number 5078537 |
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
0.6849862933158875
0 references
0.6641181111335754
0 references
0.6609640717506409
0 references
0.6571174263954163
0 references
0.6512071490287781
0 references
