A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities. / Nielsen, Søren; Poulsen, Rolf.

In: Journal of Economic Dynamics and Control, Vol. 28, No. 7, 2004, p. 1267-1289.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Nielsen, S & Poulsen, R 2004, 'A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities', Journal of Economic Dynamics and Control, vol. 28, no. 7, pp. 1267-1289.

APA

Nielsen, S., & Poulsen, R. (2004). A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities. Journal of Economic Dynamics and Control, 28(7), 1267-1289.

Vancouver

Nielsen S, Poulsen R. A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities. Journal of Economic Dynamics and Control. 2004;28(7):1267-1289.

Author

Nielsen, Søren ; Poulsen, Rolf. / A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities. In: Journal of Economic Dynamics and Control. 2004 ; Vol. 28, No. 7. pp. 1267-1289.

Bibtex

@article{058548a074c211dbbee902004c4f4f50,
title = "A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities",
author = "S{\o}ren Nielsen and Rolf Poulsen",
year = "2004",
language = "English",
volume = "28",
pages = "1267--1289",
journal = "Journal of Economic Dynamics and Control",
issn = "0165-1889",
publisher = "Elsevier",
number = "7",

}

RIS

TY - JOUR

T1 - A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities

AU - Nielsen, Søren

AU - Poulsen, Rolf

PY - 2004

Y1 - 2004

M3 - Journal article

VL - 28

SP - 1267

EP - 1289

JO - Journal of Economic Dynamics and Control

JF - Journal of Economic Dynamics and Control

SN - 0165-1889

IS - 7

ER -

ID: 68227