Valuation of mortgage interest deductibility under uncertainty: an option pricing approach
type: Item
instance of: scholarly article
title: Valuation of mortgage interest deductibility under uncertainty: an option pricing approach
zbMATH Open document ID: 1418.91515
author: Hamed Ghoddusi
author: Mohamad Afkhami
publication date: 2019-07-12T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 7080133
zbMATH Keywords: mortgage interest
zbMATH Keywords: tax shield
zbMATH Keywords: embedded option value
zbMATH Keywords: dynamic valuation
MaRDI profile type: Publication
full work available at URL: j.jedc.2019.02.008
OpenAlex ID: W2939621671
cites work: Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
cites work: Volatility can be detrimental to option values!
cites work: Explicit solutions to an optimal portfolio choice problem with stochastic income
cites work: Household borrowing constraints and residential investment dynamics
cites work: Mortgage loan portfolio optimization using multi-stage stochastic programming
cites work: Optimal capital structure and investment decisions under time-inconsistent preferences
Wikidata QID: Q128089174
DOI: 10.1016/J.JEDC.2019.02.008
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 7080133