Björk, Tomas (contributor); Clapham, Eric (contributor) - 2002 - [Elektronische Ressource]
approximation errors from a theoretical as well as from a numerical point of view. -- Real estate ; index linked swaps ; arbitrage … theoretical as well as from a numerical point
of view.
Key words: Real estate; index linked swaps; arbitrage
JEL Classi cation … interest rate, and the
model was then used to calculate the arbitrage free value of a CREILS. For this
concrete application …