Valuation of mortgage interest deductibility under uncertainty : an option pricing approach
Year of publication: |
2019
|
---|---|
Authors: | Ghoddusi, Hamed ; Afkhami, Mohamad |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 103.2019, p. 102-122
|
Subject: | Dynamic valuation | Embedded option value | Mortgage interest | Tax shield | Hypothek | Mortgage | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Steuervergünstigung | Tax incentive |
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