Valuation of mortgage interest deductibility under uncertainty: an option pricing approach (Q2002648): Difference between revisions

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+Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
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+Volatility can be detrimental to option values!
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+Explicit solutions to an optimal portfolio choice problem with stochastic income
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+Household borrowing constraints and residential investment dynamics
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+Mortgage loan portfolio optimization using multi-stage stochastic programming
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+Optimal capital structure and investment decisions under time-inconsistent preferences
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