A two-factor, stochastic programming model of Danish mortgage-backed securities
Year of publication: |
2004
|
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Authors: | Nielsen, Søren S. ; Poulsen, Rolf |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 28.2004, 7, p. 1267-1289
|
Subject: | Zinsstruktur | Yield curve | Hypothek | Mortgage | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Dynamic programming | Pfandbrief | Covered bond | Dänemark | Denmark |
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