Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options (Q1681008): Difference between revisions
From MaRDI portal
Latest revision as of 17:35, 14 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options |
scientific article |
Statements
Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options (English)
0 references
17 November 2017
0 references
fixed-rate mortgages
0 references
obstacle problem
0 references
uniformly parabolic operator
0 references
strong solution
0 references
0 references
0 references
0 references