Pages that link to "Item:Q1732239"
From MaRDI portal
The following pages link to Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance (Q1732239):
Displayed 7 items.
- Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options (Q1681008) (← links)
- Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate (Q1706706) (← links)
- Default and prepayment options pricing and default probability valuation under VG model (Q2050944) (← links)
- Pricing various types of mortgage insurances with disposal and discount costs under a mean-reverting Lévy housing price process (Q2141159) (← links)
- Stochastic modeling and numerical simulation of gene regulatory networks with protein bursting (Q2404005) (← links)
- Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations (Q2633523) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
