PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS (Q2874734): Difference between revisions

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Latest revision as of 21:42, 8 July 2024

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PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS
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    PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS (English)
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    8 August 2014
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    funding costs
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    liquidity regime
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    loan prepayment
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    mortgage option
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    American option
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    perpetual option
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    option pricing
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    variational inequality
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    prepayment option
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    CIR process
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    switching regimes
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    Markov modulated dynamics
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