Mortgage valuation and optimal refinancing (Q3511644)
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scientific article; zbMATH DE number 5299705
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Mortgage valuation and optimal refinancing |
scientific article; zbMATH DE number 5299705 |
Statements
11 July 2008
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mortgage valuation
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endogenous mortgage rates
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equilibrium
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Markov decision chain
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dynamic programming
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intensity process
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hazard rate
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0.842604398727417
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0.8209356665611267
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0.8200053572654724
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0.8168162703514099
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0.8152493238449097
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