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

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Economic Dynamics and Control
Volume28
Issue number7
Pages (from-to)1267-1289
ISSN0165-1889
Publication statusPublished - 2004

ID: 68227