Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options (Q1681008): Difference between revisions

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+https://doi.org/10.1016/j.nonrwa.2017.06.009
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+W2736373895
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+A new numerical method for pricing fixed-rate mortgages with prepayment and default options
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+Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance
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+PDE and martingale methods in option pricing.
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+Obstacle problem for arithmetic Asian options
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+Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem
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+Parabolic variational inequalities in one space dimension and smoothness of the free boundary
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+Publication:1681008