Optimal mortgage refinancing with regime switches (Q945043)
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scientific article; zbMATH DE number 5324386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal mortgage refinancing with regime switches |
scientific article; zbMATH DE number 5324386 |
Statements
Optimal mortgage refinancing with regime switches (English)
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10 September 2008
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Mortgage refinance
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Regime switch
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Bellman equation
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Optimal stopping
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