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  • Search: subject:"Probability density matching approach"
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Derivat 1 Derivative 1 Immobilien 1 Immobilienmarkt 1 Immobilienpreis 1 Interest rate 1 Lattice framework 1 Option pricing theory 1 Optionspreistheorie 1 Probability density matching approach 1 Real estate 1 Real estate derivatives 1 Real estate market 1 Real estate price 1 Smooth convergence 1 Stochastic interest rate 1 Stochastic process 1 Stochastischer Prozess 1 Transformation method 1 Yield curve 1 Zins 1 Zinsstruktur 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Gong, Pu 1 Zou, Dong 1
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The journal of real estate finance and economics 1
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ECONIS (ZBW) 1
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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
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