Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model (Q3188154)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model |
scientific article |
Statements
Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model (English)
0 references
17 August 2016
0 references
mortgage prepayment
0 references
Cox-Ingersoll-Ross
0 references
optimal prepayment rate
0 references
variational inequality
0 references
term structure
0 references
free boundary problem
0 references
0 references
0 references
0 references
