Valuation of no-negative-equity guarantees with a lower reflecting barrier
Year of publication: |
2021
|
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Authors: | Thomas, R. Guy |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 15.2021, 1, p. 115-143
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Subject: | Equity release | Lifetime mortgage | NNEG | No-negative-equity guarantee | Put option | Reflecting barrier | Reverse mortgage | Hypothek | Mortgage | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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