An optimal mortgage refinancing strategy with stochastic interest rate
Xiaoxia Wu, Dejun Xie, David A. Edwards
| Year of publication: |
2019
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| Authors: | Wu, Xiaoxia ; Xie, Dejun ; Edwards, David A. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 53.2019, 4, p. 1353-1375
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| Subject: | Analytical approximation | Fixed rate mortgage | Optimal refinancing | Vasicek model | Zins | Interest rate | Hypothek | Mortgage | Theorie | Theory | Refinanzierung | Refinancing |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-018-9809-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012135162