Convergence Studies on Monte Carlo Methods for Pricing Mortgage-Backed Securities

Author: Pang Tao   Yang Yipeng   Zhao Dai  

Publisher: MDPI

E-ISSN: 2227-7072|3|2|136-150

ISSN: 2227-7072

Source: International Journal of Financial Studies, Vol.3, Iss.2, 2015-05, pp. : 136-150

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Abstract