A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities

12 Citations (Scopus)

Original language	English
Journal	Journal of Economic Dynamics and Control
Volume	28
Issue number	7
Pages (from-to)	1267-1289
ISSN	0165-1889
Publication status	Published - 2004

Cite this

@article{058548a074c211dbbee902004c4f4f50,

title = "A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities",

author = "S{\o}ren Nielsen and Rolf Poulsen",

year = "2004",

language = "English",

volume = "28",

pages = "1267--1289",

journal = "Journal of Economic Dynamics and Control",

issn = "0165-1889",

publisher = "Elsevier",

number = "7",

}