Optimal Mortgage Refinancing with Regime Switches

Toshio Kimura () and Naoki Makimoto ()

Asia-Pacific Financial Markets, 2008, vol. 15, issue 1, 47-65

Keywords: Mortgage refinance; Regime switch; Bellman equation; Optimal stopping (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10690-008-9072-2

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

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