On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Year of publication: |
2022
|
---|---|
Authors: | Badescu, Alexandru ; Quaye, Enoch ; Tunaru, Radu |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 103.2022, p. 119-138
|
Subject: | Derivatives pricing | Equity release mortgages | Exponential linear pricing kernel | GARCH-MIDAS | House price risk | Non-negative equity guarantee | Immobilienpreis | Real estate price | Hypothek | Mortgage | Optionspreistheorie | Option pricing theory | CAPM | Derivat | Derivative | Schätzung | Estimation |
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