Reverse mortgage model with a Markov interest rate process (Q3501585)
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scientific article; zbMATH DE number 5284284
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Reverse mortgage model with a Markov interest rate process |
scientific article; zbMATH DE number 5284284 |
Statements
3 June 2008
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reverse mortgage
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Markov chain
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transition probability
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stochastic interest rates
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pricing formula
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0.8428283929824829
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0.7945612072944641
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0.7866113781929016
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0.7736919522285461
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0.7730211019515991
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