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Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk
Dai, Tian-Shyr
;
Liu, Liang-Chih
;
Yang, Sharon S.
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1325-1339
Persistent link: https://www.econbiz.de/10014339929
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