On the strong solution of a class of partial differential equations that arise in the pricing of mortgage backed securities (Q389520)
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scientific article; zbMATH DE number 6248072
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the strong solution of a class of partial differential equations that arise in the pricing of mortgage backed securities |
scientific article; zbMATH DE number 6248072 |
Statements
On the strong solution of a class of partial differential equations that arise in the pricing of mortgage backed securities (English)
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21 January 2014
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reduced modeling
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mild solution
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strong solution
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Fourier spectral method
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