Optimal refinancing strategy for mortgage rate with regime switching (Q6580694)
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scientific article; zbMATH DE number 7888908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal refinancing strategy for mortgage rate with regime switching |
scientific article; zbMATH DE number 7888908 |
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Optimal refinancing strategy for mortgage rate with regime switching (English)
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29 July 2024
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geometric Brownian motion
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mortgage
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refinancing
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regime switching
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