Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk
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Publication:6053113
DOI10.1080/14697688.2023.2223649zbMath1522.91290OpenAlexW4384927966MaRDI QIDQ6053113
Sharon S. Yang, Liang-Chih Liu, Tian-Shyr Dai
Publication date: 25 September 2023
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2023.2223649
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