A parabolic variational inequality arising from the valuation of fixed rate mortgages (Q3373763)
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scientific article; zbMATH DE number 5010114
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| default for all languages | No label defined |
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| English | A parabolic variational inequality arising from the valuation of fixed rate mortgages |
scientific article; zbMATH DE number 5010114 |
Statements
A parabolic variational inequality arising from the valuation of fixed rate mortgages (English)
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9 March 2006
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fixed rate mortgages
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variational inequalities
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free boundary problem
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0.8343745470046997
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0.7983016967773438
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0.78952556848526
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