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OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS - MaRDI portal

OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS (Q5088797)

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scientific article; zbMATH DE number 7556291
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English
OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS
scientific article; zbMATH DE number 7556291

    Statements

    title
    OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS (English)
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    publication date
    13 July 2022
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    zbMATH Keywords
    affine models
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    exchange rate risk
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    interest rate risk
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    mortgage portfolio choice
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    quasi-Kalman filter
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    Identifiers

    zbMATH DE Number
    7556291
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    OpenAlex ID
    W4212862689
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