The Journal of FIXED INCOME - A NON-PARAMETRIC PREPAYMENT MODEL AND VALUATION OF MORTGAGE-BACKED SECURITIES
| Year of publication: |
2000
|
|---|---|
| Authors: | Jegadeesh, Narasimhan ; Ju, Xiongwei |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 10.2000, 1, p. 50-67
|