مرکز منطقه ای اطلاع رساني علوم و فناوري - An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve

Title of article :

An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve

Author/Authors :

Dashan Huang، نويسنده , , Yoshitaka Kai، نويسنده , , Frank J. Fabozzi، نويسنده , , Masao Fukushima، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

1134

To page :

1152

Keywords :

stochastic programming , finance , Linear programming , simulation

Journal title :

European Journal of Operational Research

Serial Year :

2007

Journal title :

European Journal of Operational Research

Record number :

216541

Link To Document :