Prepayment option of a perpetual corporate loan: the impact of the funding costs (Q2874734)
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scientific article; zbMATH DE number 6328009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prepayment option of a perpetual corporate loan: the impact of the funding costs |
scientific article; zbMATH DE number 6328009 |
Statements
8 August 2014
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funding costs
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liquidity regime
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loan prepayment
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mortgage option
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American option
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perpetual option
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option pricing
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variational inequality
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prepayment option
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CIR process
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switching regimes
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Markov modulated dynamics
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Prepayment option of a perpetual corporate loan: the impact of the funding costs (English)
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