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]

@article{Calvo-GarridoV15,
  title = {Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance},
  author = {María del Carmen Calvo-Garrido and Carlos Vázquez},
  year = {2015},
  doi = {10.1016/j.amc.2015.09.051},
  url = {http://dx.doi.org/10.1016/j.amc.2015.09.051},
  researchr = {https://researchr.org/publication/Calvo-GarridoV15},
  cites = {0},
  citedby = {0},
  journal = {Applied Mathematics and Computation},
  volume = {271},
  pages = {730-742},
}