Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model

JOURNAL ARTICLE published 2 September 2021 in Quantitative Finance

Research funded by MOST (104-2410-H-128-005,105-2410-H-008-019-MY3)

Authors: Fen-Ying Chen | Sharon S. Yang | Hong-Chih Huang