The value of mortgage insurance under Merton jump diffusion (Q4927240)
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scientific article; zbMATH DE number 6177227
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| default for all languages | No label defined |
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| English | The value of mortgage insurance under Merton jump diffusion |
scientific article; zbMATH DE number 6177227 |
Statements
19 June 2013
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jump diffusion
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insurance
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option
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martingale pricing
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innovative design
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0.8764948844909668
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0.840174674987793
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0.7563763856887817
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