Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach

Review of Financial Studies - Tập 10 Số 2 - Trang 405-446 - 1997
Jacob Boudoukh1, Robert Whitelaw1, Matthew Richardson2, Richard Stanton3
1New York University
2New York University National Bureau of Economic Research
3University of California, Berkeley

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Tài liệu tham khảo

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