Numerical Method for Solving Free Boundary Problem Arising from Fixed Rate Mortgages (Q5116378): Difference between revisions

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Revision as of 21:19, 19 March 2024

scientific article; zbMATH DE number 7238878
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English
Numerical Method for Solving Free Boundary Problem Arising from Fixed Rate Mortgages
scientific article; zbMATH DE number 7238878

    Statements

    Numerical Method for Solving Free Boundary Problem Arising from Fixed Rate Mortgages (English)
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    25 August 2020
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    free boundary
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    free boundary problem
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    local truncation error
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    derivative security
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    Thomas algorithm
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