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Fixed rate mortgage
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Fractional Vasicek model
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Computational economics
International journal of theoretical and applied finance
13
Applied economics
8
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Journal of banking & finance
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CESifo working papers
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The journal of futures markets
7
Working paper / National Bureau of Economic Research, Inc.
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Economics letters
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International review of economics & finance : IREF
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The financial review : the official publication of the Eastern Finance Association
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The journal of real estate finance and economics
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American journal of agricultural economics
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A new stabled relaxation method for pricing European options under the time-fractional
vasicek
model
Kharrat, Mohamed
;
Arfaoui, Hassen
- In:
Computational economics
61
(
2023
)
4
,
pp. 1745-1763
Persistent link: https://www.econbiz.de/10014327133
Saved in:
2
An optimal mortgage refinancing strategy with stochastic interest rate
Wu, Xiaoxia
;
Xie, Dejun
;
Edwards, David A.
- In:
Computational economics
53
(
2019
)
4
,
pp. 1353-1375
Persistent link: https://www.econbiz.de/10012135162
Saved in:
3
On the market selection hypothesis in a mean reverting environment
Barucci, Emilio
;
Casna, Marco
- In:
Computational economics
44
(
2014
)
1
,
pp. 101-126
Persistent link: https://www.econbiz.de/10010396228
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