Optimal refinancing strategy for mortgage rate with regime switching

DOI10.1002/ASMB.2652MaRDI QIDQ6580694

Guojing Wang, Jie Guo, Congjin Zhou

Publication date: 29 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

regime switchinggeometric Brownian motionmortgagerefinancing

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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