[1] N.S. Barlow, D. Bayazit, R.D. Parshad, R. Prasad V, On the strong solution of a class of partial differential equations that arise in the pricing of mortgage backed securities, Communications in Mathematical Sciences, 9 (2011),
pp. 1033-1050.
[2] F. Black, M. Scholes, The pricing of options and corporate liabilities, World Scienti c Reference on Contingent Claims Analysis in Corporate Finance: Volume 1: Foundations of CCA and Equity Valuation, (2019), pp. 3-21.
[3] L. Bos, S. De Marchi, A. Sommariva, M. Vianello, Computing multi-variate Fekete and Leja points by numerical linear algebra, SIAM Journal on Numerical Analysis, 48 (2010), pp. 19841999.
[4] R. Campagna, S. Cuomo, S. De Marchi, E. Perracchione, G. Severino, A stable meshfree pde solver for source-type ows in porous media, Applied Numerical Mathematics, 149 (2020), pp. 30-42.
[5] S. Cuomo, F. Sica, G. Toraldo, Greeks computation in the option pricing problem by means of RBF-PU methods, Journal of Computational and Applied Mathematics, 376 (2020), pp. 112882.
[6] S. De Marchi, F. DellAccio, M. Mazza, On the constrained mock Chebyshev least-squares, Journal of Computational and Applied Mathematics, 280 (2015), pp. 94-109.
[7] M. del Carmen Calvo-Garrido, C. Vazquez, Effects of jump-diffusion models for the house price dynamics in the pricing of xed-rate mortgages, insurance and coinsurance, Journal of Applied Mathematics and Computation, 271 (2015),
pp. 730-742.
[8] R.L. Hardy, Multiquadric equations of topography and other irregular surfaces, Journal of geophysical research, 76 (1971), pp. 1905-1915.
[9] Y.C. Hon, X.Z. Mao, A radial basis function method for solving options pricing model, Journal of Financial Engineering, 81 (1999), pp.31-50.
[10] J.B. Kau, D.C. Keenan, W.J. Muller, J.F. Epperson, A generalized valuation model for xed-rate residential mortgages, Journal of money, credit and banking, 24 (1992), pp. 279-299.
[11] J.J. McConnell, M. Singh, Valuation and analysis of collateralized mortgage obligations, Management Science, 39 (1993), pp. 692-709.
[12] J.J. McConnell, S.A. Buser, The origins and evolution of the market for mortgage-backed securities, Annu. Rev. Financ. Econ., 3 (2011), pp. 173-192.
[13] A. Neisy, K. Salmani, An inverse nance problem for estimation of the volatility, Computational Mathematics and Mathematical Physics, 53 (2013), pp. 6377.
[14] M. Papi, M. Briani, A PDE-based approach for pricing mortgage-backed securities, Advanced Mathematical Methods for Finance, (2011), pp. 257-291.
[15] R.D. Parshad, A reduced modelling approach to the pricing of mortgage backed securities, Electronic Journal of Differential Equations, 2010 (2010), pp. 114.
[16] X.S. Qian, L.S. Jiang, C.L. Xu, S. Wu, Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates, Journal of Mathematical Analysis and Applications, 393
(2012), pp. 421-433.
[17] N. Rom-Poulsen, Semi-analytical MBS pricing, The Journal of Real Estate Finance and Economics, 34 (2007), pp. 463-498.
[18] M. Safaei, A. Neisy, N. Nematollahi, New splitting scheme for pricing american options under the heston model, Computational Economics, 52 (2018), pp. 405420.
[19] A. Safdari-Vaighani, A. Heryudono, E. Larsson, A radial basis function partition of unity collocation method for convectiondiffusion equations arising in nancial applications, Journal of Scienti c Computing, 64 (2015), pp. 341367.
[20] E.S. Schwartz, W.N. Torous, Prepayment and the valuation of mortgage- backed securities, Journal of Finance, 44 (1989), pp. 375-392.
[21] M.A. Shahrokhabadi, A. Neisy, E. Perracchione, M. Polato, Learning with subsampled kernel-based methods: Environmental and nancial applications,Dolomites Research Notes on Approximation, 12 (2019).
[22] R. Stanton, Rational prepayment and the valuation of mortgage-backed securities, The Review of nancial studies, 8 (1995), pp. 677-708.