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Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation

Andreas Kolbe, Rudi Zagst

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Source: Crossref

Published: Nov 11, 2009

DOI: 10.1080/13504860902781419

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Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation — Mathematical Frontier Network