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Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob, (1995)
Pool heterogeneity and the valuation of mortgage-backed securities
Stanton, Richard, (1992)
A closed form formula for valuing mortgages
Collin-Dufresne, P., (1999)
Stochastic programming models for portfolio optimization with mortgage backed securities : comprehensive research guide
MacKendall, Raymond A., (1994)
Financial optimization : [in November 1989 a conference took place at The Wharton School, University of Pennsylvania on the topic of financial optimization]
Zenios, Stauros Andrea, (1995)
Practical financial optimization : decision making for financial engineers
Zenios, Stauros Andrea, (2007)