The value of mortgage insurance under Merton jump diffusion (Q4927240)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6177227
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The value of mortgage insurance under Merton jump diffusion |
scientific article; zbMATH DE number 6177227 |
Statements
19 June 2013
0 references
jump diffusion
0 references
insurance
0 references
option
0 references
martingale pricing
0 references
innovative design
0 references
0.8764948844909668
0 references
0.840174674987793
0 references
0.7563763856887817
0 references
