The obstacle problem for the pricing of the fixed rate mortgages (Q3513666)
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scientific article; zbMATH DE number 5308136
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The obstacle problem for the pricing of the fixed rate mortgages |
scientific article; zbMATH DE number 5308136 |
Statements
6 August 2008
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option pricing
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fixed mortgages
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obstacle problem
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free boundary
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0.8343745470046997
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0.7931546568870544
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0.7919090986251831
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