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Finite difference approach to the valuation and prepayment strategy of mortgages

  • Dejun Xie*
  • , Jin Zheng
  • *Corresponding author for this work
  • University of Liverpool
  • Xi'an Jiaotong-Liverpool University

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
JournalMathematical Finance Letters
Publication statusPublished - 2016

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