Can home-owners benefit from stochastic programming models? A study of mortgage choice in Denmark
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Publication:744251
DOI10.1007/S10287-013-0170-XzbMATH Open1307.90097OpenAlexW2027393211MaRDI QIDQ744251FDOQ744251
Authors: Claus A. Madsen, Rolf Poulsen, K. M. Rasmussen 
Publication date: 6 October 2014
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-013-0170-x
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Cites Work
Cited In (6)
- When to refinance a mortgage: a dynamic programming approach
- Stochastic programming for funding mortgage pools
- Mortgage loan portfolio optimization using multi-stage stochastic programming
- Risk and reward of home equity borrowing for investment in Canada, a stochastic analysis
- A two-factor, stochastic programming model of Danish mortgage-backed securities
- Optimal cross-currency mortgage decisions
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