An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve (Q856302)
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scientific article; zbMATH DE number 5078537
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve |
scientific article; zbMATH DE number 5078537 |
Statements
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve (English)
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7 December 2006
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stochastic programming
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finance
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linear programming
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simulation
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