Stabilization of mortgage price dynamics using a boundary PDE feedback control approach
Year of publication: |
2018
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Authors: | Rigatos, Gerasimos G. ; Siano, P. |
Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 16.2018, 1, p. 37-56
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Subject: | Mortgage pricing | Multi-asset Black-Scholes PDE | Differential flatness theory | Control of distributed parameters systems | Nonlinear feedback control | Hypothek | Mortgage | Optionspreistheorie | Option pricing theory | Kontrolltheorie | Control theory |
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