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OPTIMAL DESIGN OF PAC-COMPANION STRUCTURE FOR MORTGAGE BACKED SECURITIES USING CASH RESERVE

  • Kutsuna T
  • Kai Y
  • Fukushima M
Transactions of the Operations Research Society of Japan (2006) 49(0) 62-88
DOI: 10.15807/torsj.49.62
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Kutsuna, T., Kai, Y., & Fukushima, M. (2006). OPTIMAL DESIGN OF PAC-COMPANION STRUCTURE FOR MORTGAGE BACKED SECURITIES USING CASH RESERVE. Transactions of the Operations Research Society of Japan, 49(0), 62–88. https://doi.org/10.15807/torsj.49.62

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