Optimal payment of mortgages

DOI10.1017/S0956792507006997zbMath1216.91030OpenAlexW1977755926MaRDI QIDQ5757193

Xinfu Chen, Dejun Xie, John M. Chadam

Publication date: 6 September 2007

Published in: European Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0956792507006997

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (4)

Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations ⋮ Numerical Method for Solving Free Boundary Problem Arising from Fixed Rate Mortgages ⋮ Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems ⋮ An Asymptotic Method to a Financial Optimization Problem

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