PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS (Q2874734)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS |
scientific article |
Statements
PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS (English)
0 references
8 August 2014
0 references
funding costs
0 references
liquidity regime
0 references
loan prepayment
0 references
mortgage option
0 references
American option
0 references
perpetual option
0 references
option pricing
0 references
variational inequality
0 references
prepayment option
0 references
CIR process
0 references
switching regimes
0 references
Markov modulated dynamics
0 references
0 references
0 references
0 references
0 references
0 references