Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance

  1. Calvo-Garrido, M.D.C.
  2. Vázquez, C.
Journal:
Applied Mathematics and Computation

ISSN: 0096-3003

Year of publication: 2015

Volume: 271

Pages: 730-742

Type: Article

DOI: 10.1016/J.AMC.2015.09.051 GOOGLE SCHOLAR