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

María del Carmen Calvo-Garrido, Carlos Vázquez. Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance. Applied Mathematics and Computation, 271:730-742, 2015. [doi]

Abstract

Abstract is missing.