A free boundary problem for a flexible loan based on the borrower asset (Q6156563)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A free boundary problem for a flexible loan based on the borrower asset |
scientific article; zbMATH DE number 7695625
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A free boundary problem for a flexible loan based on the borrower asset |
scientific article; zbMATH DE number 7695625 |
Statements
A free boundary problem for a flexible loan based on the borrower asset (English)
0 references
13 June 2023
0 references
free boundary problem
0 references
variational inequality
0 references
flexible repayment method
0 references
remaining loan value
0 references
financial mathematics problem
0 references
Black-Scholes-type problem
0 references
0 references
0 references
0.7626596093177795
0 references
0.7309889197349548
0 references
0.7271103858947754
0 references
