Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate (Q1706706): Difference between revisions

@@ Property / cites work @@
+Numerical Analysis of Convection‐Diffusion‐Reaction Problems with Higher Order Characteristics/Finite Elements. Part I: Time Discretization
+Normal rank
@@ Property / cites work @@
+Numerical Analysis of Convection‐Diffusion‐Reaction Problems with Higher Order Characteristics/Finite Elements. Part II: Fully Discretized Scheme and Quadrature Formulas
+Normal rank
@@ Property / cites work @@
+Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods
+Normal rank
@@ Property / cites work @@
+Interest rate models -- theory and practice. With smile, inflation and credit
+Normal rank
@@ Property / cites work @@
+Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement
+Normal rank
@@ Property / cites work @@
+A new numerical method for pricing fixed-rate mortgages with prepayment and default options
+Normal rank
@@ Property / cites work @@
+Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+A parabolic variational inequality arising from the valuation of fixed rate mortgages
+Normal rank
@@ Property / cites work @@
+Augmented Lagrangian active set methods for obstacle problems
+Normal rank
@@ Property / cites work @@
+PDE and martingale methods in option pricing.
@@ Property / cites work: PDE and martingale methods in option pricing. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4863379
@@ Property / cites work: Q4863379 / rank @@
+Normal rank