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~isPartOf:"The journal of real estate finance and economics"
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Option pricing theory
50
Optionspreistheorie
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Theorie
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10
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The journal of real estate finance and economics
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of futures markets
253
The journal of computational finance
251
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
170
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139
European journal of operational research : EJOR
131
Journal of economic dynamics & control
130
International journal of financial engineering
113
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107
Finance research letters
103
Computational economics
102
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
80
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
57
NBER working paper series
57
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
53
Annals of finance
50
Journal of risk and financial management : JRFM
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
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Economic modelling
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
47
SpringerLink / Bücher
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ECONIS (ZBW)
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1
Evaluation of mortgage default characteristics using Fannie Mae's loan performance data
Ahlawat, Samit
- In:
The journal of real estate finance and economics
59
(
2019
)
4
,
pp. 589-616
Persistent link: https://www.econbiz.de/10012385085
Saved in:
2
Computation of hedging coefficients for mortgage default and prepayment options : Malliavin calculus approach
Yilmaz, Bilgi
;
Selcuk-Kestel, A. Sevtap
- In:
The journal of real estate finance and economics
59
(
2019
)
4
,
pp. 673-697
Persistent link: https://www.econbiz.de/10012385119
Saved in:
3
Using option market liquidity to predict REIT leverage changes
Borochin, Paul
;
Glascock, John Leslie
;
Lu-Andrews, Ran
; …
- In:
The journal of real estate finance and economics
55
(
2017
)
2
,
pp. 135-154
Persistent link: https://www.econbiz.de/10011800482
Saved in:
4
A lattice framework with smooth convergence for pricing real estate derivatives with stochastic interest rate
Zou, Dong
;
Gong, Pu
- In:
The journal of real estate finance and economics
55
(
2017
)
2
,
pp. 242-263
Persistent link: https://www.econbiz.de/10011800538
Saved in:
5
Expansions and contractions of major US shopping centers
Clapp, John M.
;
Bardos, Katsiaryna Salavei
;
Zhou, Tingyu
- In:
The journal of real estate finance and economics
48
(
2014
)
1
,
pp. 16-56
Persistent link: https://www.econbiz.de/10010393510
Saved in:
6
Heterogeneous agents and the indifference pricing of property index linked swaps
Pu, Ming
;
Fan, Gang-zhi
;
Ong, Seow-eng
- In:
The journal of real estate finance and economics
44
(
2012
)
4
,
pp. 543-569
Persistent link: https://www.econbiz.de/10009581815
Saved in:
7
Presale contract and its embedded default and abandonment options
Chan, Su Han
;
Wang, Ko
;
Yang, Jing
- In:
The journal of real estate finance and economics
44
(
2012
)
1/2
,
pp. 116-152
Persistent link: https://www.econbiz.de/10009541349
Saved in:
8
Urban spatial development : a real options approach
Lee, Tan
;
Jou, Jyh-bang
- In:
The journal of real estate finance and economics
40
(
2010
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10003957733
Saved in:
9
Office construction in Singapore and Hong Kong : testing real option implications
Fu, Yuming
;
Jennen, Maarten
- In:
The journal of real estate finance and economics
38
(
2009
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10003797667
Saved in:
10
A new prepayment model (with default): an occupation-time derivative approach
Sharp, Nicholas J.
;
Johnson, Paul V.
;
Newton, David P.
; …
- In:
The journal of real estate finance and economics
39
(
2009
)
2
,
pp. 118-145
Persistent link: https://www.econbiz.de/10003873975
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