Optimal mortgage refinancing with regime switches (Q945043)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5324386
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal mortgage refinancing with regime switches |
scientific article; zbMATH DE number 5324386 |
Statements
Optimal mortgage refinancing with regime switches (English)
0 references
10 September 2008
0 references
Mortgage refinance
0 references
Regime switch
0 references
Bellman equation
0 references
Optimal stopping
0 references
0.842604398727417
0 references
0.7838704586029053
0 references
0.7758205533027649
0 references
0.7734540104866028
0 references
0.756224513053894
0 references
