Path Generation for Quasi-Monte Carlo Simulation of Mortgage-Backed Securities
| Year of publication: |
2000
|
|---|---|
| Authors: | °Akesson, Fredrik ; Lehoczky, John P. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 46.2000, 9, p. 1171-1187
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