A model for pricing real estate derivatives with stochastic interest rates-Reference-Cited by-同舟云学术

A model for pricing real estate derivatives with stochastic interest rates

Published:2009-07 Issue:1-2 Volume:50 Page:233-247
ISSN:0895-7177
Container-title:Mathematical and Computer Modelling
language:en
Short-container-title:Mathematical and Computer Modelling

Author:

Ciurlia P.,Gheno A.

Publisher

Elsevier BV

Subject

Computer Science Applications,Modelling and Simulation

Reference14 articles.

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5. M. Corradini, A. Gheno, Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework, Department of Economics Working paper n. 85, University of Rome III, 2008

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