Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps
| Year of publication: |
2012
|
|---|---|
| Authors: | Pu, Ming ; Fan, Gang-Zhi ; Ong, Seow |
| Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 44.2012, 4, p. 543-569
|
| Publisher: |
Springer |
| Subject: | Total return swap | Indifference pricing | Reservation swap spreads | Heterogeneous agents | Market clearing spreads |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866948