On the valuation of reverse mortgage insurance (Q4576970): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/03461238.2014.925967 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2024978034 / rank | |||
Normal rank |
Revision as of 22:49, 19 March 2024
scientific article; zbMATH DE number 6901755
Language | Label | Description | Also known as |
---|---|---|---|
English | On the valuation of reverse mortgage insurance |
scientific article; zbMATH DE number 6901755 |
Statements
On the valuation of reverse mortgage insurance (English)
0 references
11 July 2018
0 references
reverse mortgage
0 references
option pricing
0 references
jump diffusion process
0 references
exponential Lévy process
0 references