Portfolio optimization and mortgage choice
Year of publication: |
2017
|
---|---|
Authors: | Nordfang, Maj-Britt ; Steffensen, Mogens |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 10.2017, 1, p. 1-23
|
Publisher: |
Basel : MDPI |
Subject: | optimal mortgage choice | stochastic control theory | stochastic interest rate |
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