Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options (Q1681008)
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scientific article; zbMATH DE number 6808248
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options |
scientific article; zbMATH DE number 6808248 |
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Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options (English)
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17 November 2017
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fixed-rate mortgages
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obstacle problem
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uniformly parabolic operator
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strong solution
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0.9211844
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0.91047746
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0.8805479
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0.86349297
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0.84233344
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0.8384928
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