Heterogeneous agents and the indifference pricing of property index linked swaps
Year of publication: |
2012
|
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Authors: | Pu, Ming ; Fan, Gang-zhi ; Ong, Seow-eng |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 44.2012, 4, p. 543-569
|
Subject: | Immobilienpreis | Real estate price | Gewerbeimmobilien | Commercial real estate | Swap | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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