Pages that link to "Item:Q969871"
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The following pages link to A model for pricing real estate derivatives with stochastic interest rates (Q969871):
Displaying 9 items.
- Pricing real estate index options by compactly supported radial-polynomial basis point interpolation (Q679600) (← links)
- Risk-hedging in real estate markets (Q1044236) (← links)
- A stochastic approach to model housing markets: the US housing market case (Q1735709) (← links)
- Risk measures and behaviors for bonds under stochastic interest rate models (Q1931093) (← links)
- Pricing real estate index options under stochastic interest rates (Q2145575) (← links)
- Pricing and simulation for real estate index options: radial basis point interpolation (Q2150396) (← links)
- Tax liens: a novel application of asset pricing theory (Q2425556) (← links)
- Real options valuation. The importance of interest rate modelling in theory and practice. With a foreword by Stewart C. Myers and Ulrich Hommel. (Q2571101) (← links)
- A robust nonstandard finite difference scheme for pricing real estate index options (Q4963880) (← links)