An approximation approach for valuing reverse mortgages
Year of publication: |
2014
|
---|---|
Authors: | Tsay, Jing-Tang ; Lin, Che-Chun ; Prather, Larry J. ; Buttimer, Richard J. |
Published in: |
Journal of housing economics. - Amsterdam : Elsevier, ISSN 1051-1377, ZDB-ID 1098119-6. - Vol. 25.2014, p. 39-52
|
Subject: | Reverse mortgage | Longevity risk | Option pricing | Optionspreistheorie | Option pricing theory | Sterblichkeit | Mortality | Umkehrhypothek | Hypothek | Mortgage |
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