Pages that link to "Item:Q1615911"
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The following pages link to A stochastic partial differential equation model for the pricing of mortgage-backed securities (Q1615911):
Displaying 11 items.
- On the strong solution of a class of partial differential equations that arise in the pricing of mortgage backed securities (Q389520) (← links)
- On the structure of the stochastic processes of mortgages in Spain (Q880894) (← links)
- Intensity-based models for pricing mortgage-backed securities with repayment risk under a CIR process (Q2892979) (← links)
- A reduced modelling approach to the pricing of mortgage backed securities (Q3052915) (← links)
- A HYBRID-FORM MODEL FOR THE PREPAYMENT-RISK-NEUTRAL VALUATION OF MORTGAGE-BACKED SECURITIES (Q3168861) (← links)
- (Q3402938) (← links)
- (Q5482567) (← links)
- PRICING AND HEDGING PREPAYMENT RISK IN A MORTGAGE PORTFOLIO (Q5866970) (← links)
- Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows (Q6072423) (← links)
- Stochastic PDEs for large portfolios with general mean-reverting volatility processes (Q6612334) (← links)
- An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line (Q6658932) (← links)
