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    Simulation-Based Pricing of Mortgage-Backed Securities
    13 years 5 months ago
    Simulation-Based Pricing of Mortgage-Backed Securities
    Download  www.informs-sim.org
    Mortgage-Backed-Securities (MBS), as the largest investment class of fixed income securities, have always been hard to price. Because of the following reasons, normal numerical me...
    Jian Chen
    claim paper
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