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Option pricing theory
50
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24
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10
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Newton, David P.
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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
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208
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203
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170
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139
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131
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130
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113
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107
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103
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102
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93
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87
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83
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80
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57
NBER working paper series
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57
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50
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48
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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
Saved in:
11
An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options
Sharp, Nicholas J.
;
Newton, David P.
;
Duck, Peter W.
- In:
The journal of real estate finance and economics
36
(
2008
)
3
,
pp. 307-342
Persistent link: https://www.econbiz.de/10003733641
Saved in:
12
Land development : risk, return and risk management
Buttimer, Richard J.
;
Clark, Steven P.
;
Ott, Steven Henry
- In:
The journal of real estate finance and economics
36
(
2008
)
1
,
pp. 81-102
Persistent link: https://www.econbiz.de/10003622055
Saved in:
13
Taxation on land value and development when there are negative externalities from development
Jou, Jyh-bang
;
Lee, Tan
- In:
The journal of real estate finance and economics
36
(
2008
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10003622058
Saved in:
14
Sequential American exchange property options
Paxson, Dean A.
- In:
The journal of real estate finance and economics
34
(
2007
)
1
,
pp. 135-157
Persistent link: https://www.econbiz.de/10003490493
Saved in:
15
Stickiness of rental rates and developers' option exercise strategies
Lai, Rose Neng
;
Wang, Ko
;
Yang, Jing
- In:
The journal of real estate finance and economics
34
(
2007
)
1
,
pp. 159-188
Persistent link: https://www.econbiz.de/10003490494
Saved in:
16
Do tighter restrictions on density retard development?
Jou, Jyh-bang
;
Lee, Tan
- In:
The journal of real estate finance and economics
34
(
2007
)
2
,
pp. 225-232
Persistent link: https://www.econbiz.de/10003491271
Saved in:
17
Optimal timing of real estate investment under an asymmetric duopoly
Chu, Yongqiang
;
Sing, Tien-foo
- In:
The journal of real estate finance and economics
34
(
2007
)
3
,
pp. 327-345
Persistent link: https://www.econbiz.de/10003491279
Saved in:
18
Valuing mortgage insurance contracts in emerging market economies
Bardhan, Ashok Deo
;
Karapandža, Raša
;
Urošević, Branko
- In:
The journal of real estate finance and economics
32
(
2006
)
1
,
pp. 9-20
Persistent link: https://www.econbiz.de/10003278866
Saved in:
19
Reduced form mortgage pricing as an alternative to option-pricing models
Kau, James B.
;
Keenan, Donald C.
;
Smurov, Alexey A.
- In:
The journal of real estate finance and economics
33
(
2006
)
3
,
pp. 183-196
Persistent link: https://www.econbiz.de/10003395831
Saved in:
20
Buyer-type effects in conservation and preservation property values
Winfree, Jason
;
McCluskey, Jill J.
;
Mittelhammer, Ron C.
- In:
The journal of real estate finance and economics
33
(
2006
)
2
,
pp. 167-179
Persistent link: https://www.econbiz.de/10003361341
Saved in:
21
On the economics of subprime lending
Crews Cutts, Amy
;
Van Order, Robert
- In:
The journal of real estate finance and economics
30
(
2005
)
2
,
pp. 167-196
Persistent link: https://www.econbiz.de/10002694734
Saved in:
22
Real options : experimental evidence
Yavaş, Abdullah
;
Sirmans, Clemon F.
- In:
The journal of real estate finance and economics
31
(
2005
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10003041212
Saved in:
23
Multiple state property options
Paxson, Dean A.
- In:
The journal of real estate finance and economics
30
(
2005
)
4
,
pp. 341-368
Persistent link: https://www.econbiz.de/10002893417
Saved in:
24
Forced development and urban land prices
Ambrose, Brent William
- In:
The journal of real estate finance and economics
30
(
2005
)
3
,
pp. 245-265
Persistent link: https://www.econbiz.de/10002861558
Saved in:
25
Robbing the bank : non-recourse lending and asset prices
Pavlov, Andrey D.
;
Wachter, Susan M.
- In:
The journal of real estate finance and economics
28
(
2004
)
2/3
,
pp. 147-160
Persistent link: https://www.econbiz.de/10001954697
Saved in:
26
Asset-backed securitization in Singapore : value of embedded buy-back options
Sing, Tien-foo
;
Ong, Seow-eng
;
Sirmans, Clemon F.
- In:
The journal of real estate finance and economics
27
(
2003
)
2
,
pp. 173-189
Persistent link: https://www.econbiz.de/10001788889
Saved in:
27
Fixed-rate endowment mortgage and mortgagge indemnity valuation
Azevedo-Pereira, José A.
;
Newton, David P.
;
Paxson, Dean A.
- In:
The journal of real estate finance and economics
26
(
2003
)
2/3
,
pp. 197-221
Persistent link: https://www.econbiz.de/10001763244
Saved in:
28
A proportional hazards model of commercial mortgage default with originator bias
Ciochetti, Brian A.
;
Deng, Yongheng
;
Lee, Gail
; …
- In:
The journal of real estate finance and economics
27
(
2003
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10001763275
Saved in:
29
A dynamic analysis of fixed- and adjustable-rate mortgage terminations
Calhoun, Charles A.
;
Deng, Yongheng
- In:
The journal of real estate finance and economics
24
(
2002
)
1/2
,
pp. 9-33
Persistent link: https://www.econbiz.de/10001652998
Saved in:
30
Mortgage contracts, strategic options and stochastic collateral
Jones, Robert A.
;
Nickerson, David B.
- In:
The journal of real estate finance and economics
24
(
2002
)
1/2
,
pp. 35-58
Persistent link: https://www.econbiz.de/10001653003
Saved in:
31
The value of the rent control option
Ben-Shahar, Danny
;
Feldman, David
;
Greenberg, Doron
- In:
The journal of real estate finance and economics
24
(
2002
)
1/2
,
pp. 89-101
Persistent link: https://www.econbiz.de/10001653011
Saved in:
32
Rational delays : the case of real estate
Cauley, Stephen Day
;
Pavlov, Andrey D.
- In:
The journal of real estate finance and economics
24
(
2002
)
1/2
,
pp. 143-165
Persistent link: https://www.econbiz.de/10001653032
Saved in:
33
Frictions, heterogeneity and optimality in mortgage modeling
Kau, James B.
;
Slawson, V. Carlos
- In:
The journal of real estate finance and economics
24
(
2002
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10001697880
Saved in:
34
Optimal put exercise : an empirical examination of conditions for mortgage foreclosure
Ambrose, Brent William
;
Capone, Charles A. <jun.>
; …
- In:
The journal of real estate finance and economics
23
(
2001
)
2
,
pp. 213-234
Persistent link: https://www.econbiz.de/10001614620
Saved in:
35
Time-varying mortgage prepayment penalties
Kelly, Austin
;
Slawson, V. Carlos
- In:
The journal of real estate finance and economics
23
(
2001
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001614622
Saved in:
36
Embedded options in the mortgage contract
Ambrose, Brent William
;
Buttimer, Richard J.
- In:
The journal of real estate finance and economics
21
(
2000
)
2
,
pp. 95-111
Persistent link: https://www.econbiz.de/10001524190
Saved in:
37
Implied volatility in the UK commercial property market : empirical evidence based on transaction data
Patel, Kanak
;
Sing, Tien-foo
- In:
The journal of real estate finance and economics
20
(
2000
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10001486316
Saved in:
38
Mortgage default with asymmetric information
Brueckner, Jan K.
- In:
The journal of real estate finance and economics
20
(
2000
)
3
,
pp. 251-274
Persistent link: https://www.econbiz.de/10001489794
Saved in:
39
An empirical investigation of alternative contingent claims models for pricing residential mortgages
Chatterjee, Amitava
;
Edmister, Robert O.
;
Hatfield, Gay B.
- In:
The journal of real estate finance and economics
17
(
1998
)
2
,
pp. 139-162
Persistent link: https://www.econbiz.de/10001369142
Saved in:
40
A contingent claims analysis of real estate listing agreements
Buttimer, Richard J.
- In:
The journal of real estate finance and economics
16
(
1998
)
3
,
pp. 257-267
Persistent link: https://www.econbiz.de/10001239392
Saved in:
41
Bias in an empirical approach to determining bond and mortgage risk premiums
Childs, Paul D.
- In:
The journal of real estate finance and economics
14
(
1997
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10001222230
Saved in:
42
Mortgage termination : an empirical hazard model with a stochastic term structure
Deng, Yongheng
- In:
The journal of real estate finance and economics
14
(
1997
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10001222221
Saved in:
43
Cost-benefit analysis of single-family foreclosure alternatives
Ambrose, Brent William
- In:
The journal of real estate finance and economics
13
(
1996
)
2
,
pp. 105-120
Persistent link: https://www.econbiz.de/10001212001
Saved in:
44
The probability of fixed- and adjustable-rate mortgage termination
Phillips, Richard A.
- In:
The journal of real estate finance and economics
13
(
1996
)
2
,
pp. 95-104
Persistent link: https://www.econbiz.de/10001212003
Saved in:
45
Interest-only and principal-only mortgage strips as interest-rate contingent claims
Maris, Brian A.
- In:
The journal of real estate finance and economics
13
(
1996
)
3
,
pp. 187-202
Persistent link: https://www.econbiz.de/10001213397
Saved in:
46
An option pricing approach to the valuation of real estate contaminated with harzardous materials
Lentz, George H.
- In:
The journal of real estate finance and economics
10
(
1995
)
2
,
pp. 121-144
Persistent link: https://www.econbiz.de/10001179415
Saved in:
47
The persistence of real estate cycles
Grenadier, Steven R.
- In:
The journal of real estate finance and economics
10
(
1995
)
2
,
pp. 95-119
Persistent link: https://www.econbiz.de/10001179416
Saved in:
48
The valuation at origination of fixed-rate mortgages with default and prepayment
Kau, James B.
;
Keenan, Donald C.
;
Muller, Walter J.
; …
- In:
The journal of real estate finance and economics
11
(
1995
),
pp. 5-36
Persistent link: https://www.econbiz.de/10001183762
Saved in:
49
An examination of the role of security clauses and deposits in residential lease contracts
Allen, Marcus T.
- In:
The journal of real estate finance and economics
10
(
1995
),
pp. 271-283
Persistent link: https://www.econbiz.de/10001183766
Saved in:
50
Explicit tests of contingent claims models of mortgage default
Quigley, John M.
- In:
The journal of real estate finance and economics
11
(
1995
)
2
,
pp. 99-117
Persistent link: https://www.econbiz.de/10001189285
Saved in:
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