A parabolic variational inequality arising from the valuation of fixed rate mortgages
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Publication:3373763
Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Free boundary problems for PDEs (35R35) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85)
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