Analyses of Mortgage-Backed Securities Based on Unobservable Prepayment Cost Processes
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 11 (2004)
Issue (Month): 3 (September)
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Web page: http://springerlink.metapress.com/link.asp?id=102851
mortgage-backed securities (MBS); prepayment cost; oan pool risk; structural approach with incomplete information; asymptotic arbitrage-free condition;
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