Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options (Q1681008)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options |
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Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options (English)
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17 November 2017
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fixed-rate mortgages
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obstacle problem
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uniformly parabolic operator
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strong solution
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