A prepayment model of mortgage-backed securities based on unobservable prepayment cost processes
Hidetoshi Nakagawa and Tomoaki Shouda
| Year of publication: |
2006
|
|---|---|
| Authors: | Nakagawa, Hidetoshi ; Shouda, Tomoaki |
| Published in: |
Advances in mathematical economics. - Tokyo : Springer, ISSN 1866-2226, ZDB-ID 15004272. - Vol. 8.2006, p. 383-396
|
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009902272