A Model for Pricing Securities Dependent upon a Real Estate Index

Author:

Buttimer Richard J.,Kau James B.,Slawson V.Carlos

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference14 articles.

1. A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options;Black;Financial Anal. J.,1990

2. Index-Based Futures and Options Markets in Real Estate;Case;J. Portfolio Management,1993

3. Empirical Test of the Pricing of Index Call Options;Chance;Adv. Futures Options Res.,1986

4. A Theory of the Term Structure of Interest Rates;Cox;Econometrica,1985

5. Swap and Derivative Financing;Das,1994

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