Simulation-Based Pricing of Mortgage-Backed Securities

Jian Chen. Simulation-Based Pricing of Mortgage-Backed Securities. In Winter Simulation Conference. pages 1589, 2004. [doi]

@inproceedings{Chen04:31,
  title = {Simulation-Based Pricing of Mortgage-Backed Securities},
  author = {Jian Chen},
  year = {2004},
  url = {http://www.informs-sim.org/wsc04papers/209.pdf},
  tags = {rule-based, security},
  researchr = {https://researchr.org/publication/Chen04%3A31},
  cites = {0},
  citedby = {0},
  pages = {1589},
  booktitle = {Winter Simulation Conference},
}