On the pricing of real estate index linked swaps-Reference-Cited by-同舟云学术

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On the pricing of real estate index linked swaps

Published:2002-12 Issue:4 Volume:11 Page:418-432
ISSN:1051-1377
Container-title:Journal of Housing Economics
language:en
Short-container-title:Journal of Housing Economics

Author:

Björk Tomas,Clapham Eric

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference5 articles.

1. Arbitrage Theory in Continuous Time;Björk,1999

2. Option pricing: A simplified approach;Cox;Journal of Financial Economics,1979

3. A model for pricing securities dependent upon a real estate index;Buttimer;Journal of Housing Economics,1997

4. Martingales and stochastic integrals in the theory of continuous trading;Harrison;Stochastic Processes and Applications,1981

5. Martingale Methods in Financial Modelling;Musiela,1997

Cited by 25 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

1. In memoriam: Tomas Björk (1947–2021);Finance and Stochastics;2023-09-28

2. Real Estate ETNs in Strategic Asset Allocation;Journal of Real Estate Portfolio Management;2022-01-02

3. A robust nonstandard finite difference scheme for pricing real estate index options;Journal of Difference Equations and Applications;2020-11-26

4. A 30-Year Perspective on Property Derivatives: What Can Be Done to Tame Property Price Risk?;Journal of Economic Perspectives;2020-11-01

5. Hedging housing price risks: some empirical evidence from the US;Quantitative Finance;2020-10-15

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