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題名 Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk
作者 楊曉文
Yang, Sharon S.;Dai, Tian-Shyr;Liu, Liang-Chih
貢獻者 金融系
關鍵詞 Reverse mortgage; Prepayment option; Early redemption charge; Optimal/intensity-based exercise policy
日期 2023-07
上傳時間 13-Dec-2023 13:54:45 (UTC+8)
關聯 Quantitative Finance, Vol.23, No.9, pp.1325-1339
資料類型 article
DOI https://doi.org/10.1080/14697688.2023.2223649
dc.contributor 金融系
dc.creator (作者) 楊曉文
dc.creator (作者) Yang, Sharon S.;Dai, Tian-Shyr;Liu, Liang-Chih
dc.date (日期) 2023-07
dc.date.accessioned 13-Dec-2023 13:54:45 (UTC+8)-
dc.date.available 13-Dec-2023 13:54:45 (UTC+8)-
dc.date.issued (上傳時間) 13-Dec-2023 13:54:45 (UTC+8)-
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/148684-
dc.format.extent 109 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) Quantitative Finance, Vol.23, No.9, pp.1325-1339
dc.subject (關鍵詞) Reverse mortgage; Prepayment option; Early redemption charge; Optimal/intensity-based exercise policy
dc.title (題名) Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk
dc.type (資料類型) article
dc.identifier.doi (DOI) 10.1080/14697688.2023.2223649
dc.doi.uri (DOI) https://doi.org/10.1080/14697688.2023.2223649