PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS (Q2874734)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS |
scientific article |
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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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