A PDE-Based Approach for Pricing Mortgage-Backed Securities (Q5198563)
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scientific article; zbMATH DE number 5936951
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A PDE-Based Approach for Pricing Mortgage-Backed Securities |
scientific article; zbMATH DE number 5936951 |
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A PDE-Based Approach for Pricing Mortgage-Backed Securities (English)
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8 August 2011
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degenerate parabolic equations
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viscosity solutions
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derivative pricing
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mortgages
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numerical methods
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mortgage-backed securities
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