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Q4369793 - MaRDI portal

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scientific article; zbMATH DE number 1103081
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scientific article; zbMATH DE number 1103081

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    publication date
    12 January 1998
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    zbMATH DE Number
    1103081
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    zbMATH Keywords
    stochastic processes
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    quasi-Monte Carlo methods
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    simulation
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    valuation of a mortgage backed security portfolio
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    author
    William J. Morokoff
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    Russel E. Caflisch
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