Valuation of no-negative-equity guarantees with a lower reflecting barrier
R. Guy Thomas
| Year of publication: |
2021
|
|---|---|
| Authors: | Thomas, R. Guy |
| Subject: | Equity release | Lifetime mortgage | NNEG | No-negative-equity guarantee | Put option | Reflecting barrier | Reverse mortgage | Hypothek | Mortgage | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Umkehrhypothek | Bürgschaft | Surety |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499520000172 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012505604