A stochastic partial differential equation model for the pricing of mortgage-backed securities (Q1615911)
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scientific article; zbMATH DE number 6969527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic partial differential equation model for the pricing of mortgage-backed securities |
scientific article; zbMATH DE number 6969527 |
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A stochastic partial differential equation model for the pricing of mortgage-backed securities (English)
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31 October 2018
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stochastic PDE
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particle system
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measure-valued process
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mortgage-backed securities
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