Zheng, Jin; Gan, Siwei; Feng, Xiaoxia; Xie, Dejun Optimal mortgage refinancing based on Monte Carlo simulation. (English) Zbl 1512.91168 IAENG, Int. J. Appl. Math. 42, No. 2, 111-121 (2012). MSC: 91G60 PDFBibTeX XMLCite \textit{J. Zheng} et al., IAENG, Int. J. Appl. Math. 42, No. 2, 111--121 (2012; Zbl 1512.91168)
Xie, Dejun Fixed rate mortgages: valuation and closed form approximations. (English) Zbl 1229.91379 IAENG, Int. J. Appl. Math. 39, No. 1, 16-24 (2009). MSC: 91G80 PDFBibTeX XMLCite \textit{D. Xie}, IAENG, Int. J. Appl. Math. 39, No. 1, 16--24 (2009; Zbl 1229.91379)
Xie, Dejun Numerical valuation of fixed rate mortgages. (English) Zbl 1229.91127 IAENG, Int. J. Appl. Math. 38, No. 2, Paper No. 3, 10 p. (2008). MSC: 91B24 65M99 PDFBibTeX XMLCite \textit{D. Xie}, IAENG, Int. J. Appl. Math. 38, No. 2, Paper No. 3, 10 p. (2008; Zbl 1229.91127)