Optimal refinancing strategy for mortgage rate with regime switching

DOI10.1002/ASMB.2652MaRDI QIDQ6580694zbMATH OpenFDO

Authors Congjin Zhou, Guojing Wang, Jie Guo

Publication date 29 July 2024

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/ASMB.2652

zbMATH Keywords

geometric Brownian motionmortgagerefinancingregime switching

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(1)

• Estimation of regime-switching diffusions via Fourier transforms

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