Keyphrases
Intensity-based
100%
Optimal Stopping
100%
Mortgage Lending
100%
Penalty Formulation
100%
American Options
33%
Numerical Scheme
33%
Second-order Accurate
33%
Approximation Approach
33%
Early Exercise
33%
Premature Termination
33%
Poisson Process
33%
Issuer
33%
Financial Derivatives
33%
Formal Security
33%
Event Risk
33%
Termination Clauses
33%
Linear Complementarity
33%
Penalty Approximation
33%
Complementarity Formulation
33%
Mortgagor
33%
Economics, Econometrics and Finance
Search Theory
100%
Mortgages
100%
Levy Process
33%
Option Trading
33%
Pricing
33%
Mathematics
Optimal Stopping Problem
100%
American Option
33%
Numerical Scheme
33%
Agricultural and Biological Sciences
Americans
100%
Stochastic Process
33%