Title of article
Intensity-based framework and penalty formulation of optimal stopping problems
Author/Authors
Min Dai، نويسنده , , Yue Kuen Kwok، نويسنده , , Hong You، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
21
From page
3860
To page
3880
Keywords
Linear complementarity formulation , Mortgage prepayment , Callable feature , Intensityapproach , Event risk , Penalty method
Journal title
Journal of Economic Dynamics and Control
Serial Year
2007
Journal title
Journal of Economic Dynamics and Control
Record number
239132
Link To Document