Numerical Method for Solving Free Boundary Problem Arising from Fixed Rate Mortgages (Q5116378)
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scientific article; zbMATH DE number 7238878
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Method for Solving Free Boundary Problem Arising from Fixed Rate Mortgages |
scientific article; zbMATH DE number 7238878 |
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Numerical Method for Solving Free Boundary Problem Arising from Fixed Rate Mortgages (English)
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25 August 2020
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free boundary
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free boundary problem
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local truncation error
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derivative security
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Thomas algorithm
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