"An optimal design of collateralized mortgage obligation with PAC-companion ..."

Dashan Huang et al. (2007)

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DOI: 10.1016/J.EJOR.2005.12.030

access: closed

type: Journal Article

metadata version: 2020-02-21

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Dashan Huang, Yoshitaka Kai, Frank J. Fabozzi, Masao Fukushima:
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve. Eur. J. Oper. Res. 177(2): 1134-1152 (2007)

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