Valuation of mortage-backed securities using Brownian bridges to reduce effective dimension
Russel E. Caflisch, William Morokoff and Art Owen
| Year of publication: |
1997
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|---|---|
| Authors: | Caflisch, Russel E. ; Morokoff, William J. ; Owen, Art |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 1.1997, 1, p. 27-46
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| Subject: | Asset-Backed Securities | Asset-backed securities | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of computational finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001633147