A model for pricing real estate derivatives with stochastic interest rates
type: Item
instance of: scholarly article
title: A model for pricing real estate derivatives with stochastic interest rates
zbMATH Open document ID: 1185.91173
published in: Mathematical and Computer Modelling
publication date: 2010-05-08T00:00:00Z
full work available at URL: MPRA paper 9924.pdf
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 5705693
zbMATH Keywords: real estate
zbMATH Keywords: derivatives pricing
zbMATH Keywords: stochastic interest rate
zbMATH Keywords: bidimensional binomial lattice
author: Pierangelo Ciurlia
author: Andrea Gheno
MaRDI profile type: Publication
OpenAlex ID: W2138389638
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DOI: 10.1016/J.MCM.2008.12.005
description: scientific article; zbMATH DE number 5705693