A lattice framework with smooth convergence for pricing real estate derivatives with stochastic interest rate
Dong Zou, Pu Gong
| Year of publication: |
August 2017
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|---|---|
| Authors: | Zou, Dong ; Gong, Pu |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 55.2017, 2, p. 242-263
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| Subject: | Lattice framework | Real estate derivatives | Stochastic interest rate | Transformation method | Probability density matching approach | Smooth convergence | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Zinsstruktur | Yield curve | Zins | Interest rate | Immobilien | Real estate | Immobilienmarkt | Real estate market | Immobilienpreis | Real estate price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11146-016-9576-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011800538