Funder
National Natural Science Foundation of China
Research Fund for the Doctoral Program of Higher Education of China
Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Reference29 articles.
1. Amin, K. I., & Bodurtha, J. N. (1995). Discrete-time valuation of American options with stochastic interest rates. Review of Financial Studies, 8(1), 193–234.
2. Boyle, P. P. (1988). A lattice framework for option pricing with two state variables. Journal of Financial and Quantitative Analysis, 23(1), 1–12.
3. Boyle, P. P., Evnine, J., & Gibbs, S. (1989). Numerical evaluation of multivariate contingent claims. Review of Financial Studies, 2(2), 241–250.
4. Buttimer, R. J., Kau, J. B., & Slawson, V. C. (1997). A model for pricing securities dependent upon a real estate index. Journal of Housing Economics, 6(1), 16–30.
5. Cao, M., & Wei, J. (2010). Valuation of housing index derivatives. Journal of Futures Markets, 30(7), 660–688.
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献