A two-factor, stochastic programming model of Danish mortgage-backed securities (Q953639)
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scientific article; zbMATH DE number 5362798
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A two-factor, stochastic programming model of Danish mortgage-backed securities |
scientific article; zbMATH DE number 5362798 |
Statements
A two-factor, stochastic programming model of Danish mortgage-backed securities (English)
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6 November 2008
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term structure modeling
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stochastic programming
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mortgage-backed securities
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0.8265922665596008
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0.8159783482551575
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0.7951540350914001
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0.7613319754600525
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0.756224513053894
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