A free boundary problem for a flexible loan based on the borrower asset

DOI10.3934/DCDSB.2023066MaRDI QIDQ6156563zbMATH OpenOpenAlexFDO

Authors

Publication date 13 June 2023

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcdsb.2023066

zbMATH Keywords

free boundary problemvariational inequalityBlack-Scholes-type problemfinancial mathematics problemflexible repayment methodremaining loan value

Mathematics Subject Classification ID

Second-order parabolic equations (35K10) Free boundary problems for PDEs (35R35) Financial applications of other theories (91G80) Risk models (general) (91B05)

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Cited in

(4)

• scientific article; zbMATH DE number 5524410 (Why is no real title available?)
• On a class of loans with a systematic amortisation schedule
• Free boundary problem for an optimal investment problem with a borrowing constraint
• On a Flexible Loan Repayment Method Depending on Borrower’s Asset with an Early Termination Clause

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