Faculty of Business, Economics and Law
The Surrey Business School
Guildford, Surrey GU2 7XH
Lancaster, LA1 4YX
University of Surrey
Lancaster University - Management School
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Real options, Intertemporal optimal exchange, Two-player stochastic game, Expected active times and probabilities
Asian option, floating-strike Asian option, put call symmetry, change of numeraire, time reversal, Brownian motion
Finite maturity, caps and floors, continuous flows, time integral of options, implied volatilities
Participating Mortgage (PM), Shared Appreciation Mortgage (SAM), Shared Income Mortgage (SIM), Shared Equity Mortgage (SEM), Profit Caps and Floors.
Participating Mortgage (PM), Shared Appreciation,Mortgage (SAM), Shared Income Mortgage (SIM), Shared Equity Mortgage (SEM), Profit Caps and Floors
Participating mortgage, Shared appreciation mortgage, Shared income mortgage, Shared equity mortgage, Profit caps and floors, Prepayment risk intensity
Participating Mortgage (PM), Shared Appreciation Mortgage (SAM), Shared Income Mortgage (SIM), Shared Equity Mortgage (SEM), Profit Caps and Floors
Continuous Workout Mortgage (CWM), Repayment, Interest-only, House price index, Prepayment intensity, Cap and floor on continuous flow
Natural resource investment, Real options, Factor models, Commodity prices, least–squares Monte Carlo simulation
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Rate of return on option, Actual probability, Change of numeraire, True probability of exercise, Put call parity
Asian options, Floating strike Asian options, Put call symmetry, Bounds, Change of numéraire
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