• Title of article

    A two-factor, stochastic programming model of Danish mortgage-backed securities

  • Author/Authors

    S?ren S. Nielsen، نويسنده , , Rolf Poulsen، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    23
  • From page
    1267
  • To page
    1289
  • Keywords
    term structure modeling , stochastic programming , Mortgage-backed securities
  • Journal title
    Journal of Economic Dynamics and Control
  • Serial Year
    2004
  • Journal title
    Journal of Economic Dynamics and Control
  • Record number

    238688