Pricing mortgage-backed securities in a multifactor interest rate environment: A multivariate density estimation approach

Review of Financial Studies

Volumn 10, Issue 2, 1997, Pages 405-446

  Boudoukh, Jacob ^c   Whitelaw, Robert F ^c   Richardson, Matthew ^b   Stanton, Richard ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NEW YORK UNIVERSITY   (United States)

^c NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031514514     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/10.2.405     Document Type: Article

References (25)

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