Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model (Q3188154)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model |
scientific article |
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Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model (English)
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17 August 2016
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mortgage prepayment
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Cox-Ingersoll-Ross
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optimal prepayment rate
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variational inequality
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term structure
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free boundary problem
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