Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance (Q1732239): Difference between revisions
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Revision as of 07:17, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance |
scientific article |
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Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance (English)
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22 March 2019
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fixed-rate mortgages
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jump-diffusion models
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option pricing
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complementarity problem
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numerical methods
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augmented Lagrangian active set formulation
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