Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach
| Year of publication: |
1997
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|---|---|
| Authors: | Boudoukh, Jacob ; Whitelaw, Robert F. ; Richardson, Matthew ; Stanton, Richard |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 10.1997, 2, p. 405-446
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