scientific article; zbMATH DE number 5524410
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(10)- Optimal mortgage prepayment under the Cox-Ingersoll-Ross model
- ON THE EXISTENCE OF THE ENDOGENOUS MORTGAGE RATE PROCESS
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- Computing the endogenous mortgage rate without iterations
- Numerical method for solving free boundary problem arising from fixed rate mortgages
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- The obstacle problem for the pricing of the fixed rate mortgages
- An integral equation approach to pricing fixed rate mortgages
- A parabolic variational inequality arising from the valuation of fixed rate mortgages
- scientific article; zbMATH DE number 2226957 (Why is no real title available?)
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