An option pricing approach to valuing upward only rent review properties with multiple reviews

DOI10.1016/S0167-6687(00)00071-8zbMath0976.91033OpenAlexW1995943980MaRDI QIDQ5938015

Philip Booth, Duncan Walsh

Publication date: 13 January 2002

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(00)00071-8

zbMATH Keywords

embedded optionsproperty investment

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

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• The Mathematics of Financial Derivatives

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