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  • Search: subject:"Exponential linear pricing kernel"
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CAPM 1 Derivat 1 Derivative 1 Derivatives pricing 1 Equity release mortgages 1 Exponential linear pricing kernel 1 GARCH-MIDAS 1 House price risk 1 Hypothek 1 Immobilienpreis 1 Mortgage 1 Non-negative equity guarantee 1 Option pricing theory 1 Optionspreistheorie 1 Real estate price 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Badescu, Alexandru 1 Quaye, Enoch 1 Tunaru, Radu 1
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Insurance / Mathematics & economics 1
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On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Badescu, Alexandru; Quaye, Enoch; Tunaru, Radu - In: Insurance / Mathematics & economics 103 (2022), pp. 119-138
Persistent link: https://www.econbiz.de/10013198331
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