Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model (Q5078511)
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scientific article; zbMATH DE number 7530957
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model |
scientific article; zbMATH DE number 7530957 |
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Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model (English)
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23 May 2022
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mortgage-backed security (MBS)
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credit risk
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regime-switching
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0.88961256
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0.8807981
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0.8795836
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0.8794011
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0.87409604
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0.87326324
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