scientific article; zbMATH DE number 5050014

zbMath1194.91182MaRDI QIDQ5482567

Tomoaki Shouda, Hidetoshi Nakagawa

Publication date: 28 August 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

risk-neutral valuationloan pool riskmortgage-backed securities (MBS)prepayment cost

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Derivative securities (option pricing, hedging, etc.) (91G20)

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