scientific article; zbMATH DE number 2226957

zbMATH Open1095.91023MaRDI QIDQ5705333FDOQ5705333

Authors: Guiqiu Yuan, Zhengzhong Ding 

Publication date: 8 November 2005

Title of this publication is not available (Why is that?)

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zbMATH Keywords

defaultfree-boundary problemmortgagevariation inequalityprepayment

Mathematics Subject Classification ID

Cited In (7)

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• An integral equation approach to pricing fixed rate mortgages
• The obstacle problem for the pricing of the fixed rate mortgages
• A parabolic variational inequality arising from the valuation of fixed rate mortgages

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