A free boundary problem for a flexible loan based on the borrower asset (Q6156563)
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scientific article; zbMATH DE number 7695625
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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13 June 2023
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free boundary problem
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variational inequality
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flexible repayment method
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remaining loan value
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financial mathematics problem
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Black-Scholes-type problem
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0.7626596093177795
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0.7309889197349548
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0.7271103858947754
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