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116
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WSC
2004
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Modeling And Simulation
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WSC 2004
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Simulation-Based Pricing of Mortgage-Backed Securities
15 years 4 months ago
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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
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