Title of article
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve
Author/Authors
Dashan Huang، نويسنده , , Yoshitaka Kai، نويسنده , , Frank J. Fabozzi، نويسنده , , Masao Fukushima، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
19
From page
1134
To page
1152
Keywords
stochastic programming , finance , Linear programming , simulation
Journal title
European Journal of Operational Research
Serial Year
2007
Journal title
European Journal of Operational Research
Record number
216541
Link To Document