A new numerical method for pricing fixed-rate mortgages with prepayment and default options

  1. Calvo-Garrido, M.D.C.
  2. Vázquez, C.
Journal:
International Journal of Computer Mathematics

ISSN: 1029-0265,  0020-7160

Year of publication: 2016

Volume: 93

Issue: 5

Pages: 761-780

Type: Article

DOI: 10.1080/00207160.2013.878024 GOOGLE SCHOLAR
Data source: Scopus