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An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve
Bibliographic Information
- Title
- An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve
- Author
- D. S. Huang, Y. Kai, F. J. Fabozzi and M. Fukushima
- Resource Type
- journal article
Journal
-
- European Journal of Operational Research (掲載決定)
-
European Journal of Operational Research (掲載決定)
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Details 詳細情報について
-
- CRID
- 1010000782434124968
-
- Article Type
- journal article
-
- Data Source
-
- KAKEN
