Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate
Crossref DOI link: https://doi.org/10.1007/s40324-017-0118-0
Published Online: 2017-03-09
Published Print: 2017-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Calvo-Garrido, María-del-Carmen
Vázquez, Carlos
License valid from 2017-03-09