A radial basis function-generated finite difference method to evaluate real estate index options
Year of publication: |
2020
|
---|---|
Authors: | He, Xubiao ; Gong, Pu |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 55.2020, 3, p. 999-1019
|
Subject: | Local meshless method | RBF-FD method | Multiquadric | Real estate index option | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Immobilienmarkt | Real estate market | Immobilienpreis | Real estate price |
-
Lee, Chyi Lin, (2022)
-
A real options approach to distressed property Borrower-Lender reconciliation
Moore, David J., (2015)
-
Empirical estimation of the option premium residential redevelopment
Clapp, John M., (2012)
- More ...
-
A risk hedging strategy under the nonparallel-shift yield curve
Gong, Pu, (2005)
-
The Effect of Air Pollution on Chinese Green Bond Market : The Mediation Role of Public Concern
He, Xubiao, (2022)
-
He, Xubiao, (2023)
- More ...