Pages that link to "Item:Q3373763"

The following pages link to A parabolic variational inequality arising from the valuation of fixed rate mortgages (Q3373763):

Displaying 19 items.

• Global existence and blowup of a nonlocal problem in space with free boundary (Q408152) (← links)
• Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates (Q432394) (← links)
• Partial differential equation pricing method for double-name credit-linked notes with counterparty risk in a reduced-form model with common shocks (Q517945) (← links)
• Global existence and blowup of solutions to a free boundary problem for mutualistic model (Q625810) (← links)
• Global existence and blowup of a localized problem with free boundary (Q631727) (← links)
• Global existence and blowup analysis to single-species bacillus system with free boundary (Q638116) (← links)
• A reaction-diffusion-advection logistic model with a free boundary in heterogeneous environment (Q737150) (← links)
• Analysis of exercise boundary of American interest rate option (Q940588) (← links)
• Value function regularity in option pricing problems under a pure jump model (Q1678504) (← links)
• Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate (Q1706706) (← links)
• Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations (Q1938899) (← links)
• Counterparty risk valuation on credit-linked notes under a Markov chain framework (Q2036124) (← links)
• An SIR epidemic model with free boundary (Q2451844) (← links)
• Schauder theory for a parabolic equation in a wedge-shaped domain (Q2458715) (← links)
• The spreading fronts in a mutualistic model with delay (Q2821154) (← links)
• INTENSITY-BASED MODELS FOR PRICING MORTGAGE-BACKED SECURITIES WITH REPAYMENT RISK UNDER A CIR PROCESS (Q2892979) (← links)
• Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model (Q3188154) (← links)
• An Asymptotic Method to a Financial Optimization Problem (Q3401709) (← links)
• Numerical Method for Solving Free Boundary Problem Arising from Fixed Rate Mortgages (Q5116378) (← links)