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武蔵大学論集 「The Journal of Musashi University」 >
2002年度・第50巻 第1号 >

Please use this identifier to cite or link to this item: http://hdl.handle.net/11149/1180

Title: The OAS Approach and the Martingale Measure for Mortgage Prepayment
Authors: KAGRAOKA, Yusho
神楽岡, 優昌
Keywords: mortgage-backed securities
option-adjusted spread
prepayment models
point processes
martingale
martingale
Issue Date: 30-Jul-2002
Publisher: 武蔵大学経済学会
URI: http://hdl.handle.net/11149/1180
Appears in Collections:2002年度・第50巻 第1号

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