The obstacle problem for the pricing of the fixed rate mortgages

MaRDI QIDQ3513666zbMATH OpenFDO

Authors Xiongfei Jian, Fahuai Yi

Publication date 6 August 2008

zbMATH Keywords

fixed mortgagesfree boundaryobstacle problemoption pricing

Mathematics Subject Classification ID

Free boundary problems for PDEs (35R35) Consumer behavior, demand theory (91B42)

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