Optimal mortgage refinancing with regime switches (Q945043)

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Optimal mortgage refinancing with regime switches
scientific article

    Statements

    title
    Optimal mortgage refinancing with regime switches (English)
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    author
    Toshio Kimura
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    Naoki Makimoto
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    publication date
    10 September 2008
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    zbMATH Keywords
    Mortgage refinance
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    Regime switch
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    Bellman equation
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    Optimal stopping
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    Identifiers

    zbMATH DE Number
    5324386
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