On the valuation of reverse mortgage insurance (Q4576970)
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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)
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11 July 2018
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reverse mortgage
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option pricing
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jump diffusion process
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exponential Lévy process
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