In this paper we discuss the pricing of commercial real estate index linked swaps (CREILS). This particular pricing problem has been studied by Buttimer et al. (1997) in a previous paper. We show that their results are only approximately correct and that the true theoretical price of the swap is...

In this paper we discuss the pricing of commercial real estate index linked swaps (CREILS). This particular pricing problem has been studied by Buttimer et al. (1997) in a previous paper. <p> We show that their results are only approximately correct and that the true theoretical price of the swap...</p>

Buetow and Albert (1998) discuss options embedded in lease contracts. They present a pricing framework, calibrate it using data from the National Real Estate Index and apply it using a numerical method known as the finite difference method with absorbing boundaries. In this note the analysis is...

This paper examines index revision in measuring the prices for owner-occupied housing. We consider the context of equity insurance and the settlement of futures contracts. In addition to other desirable characteristics for aggregate price indexes, their usefulness in these contexts requires...

This paper examines index revision in measuring the prices for owner-occupied housing. We consider the context of equityinsurance and the settlement of futures contracts. In addition to other desirable characteristics for aggregate price indexes, their usefulness in these contexts requires...

In this paper we discuss the pricing of commercial real estate index linked swaps (CREILS). This particular pricing problem has been studied by Buttimer et al. (1997) in a previous paper. We show that their results are only approximately correct and that the true theoretical price of the swap is...

Buetow and Albert (1998) discuss options embedded in lease contracts. They present a pricing framework, calibrate it using data from the National Real Estate Index and apply it using a numerical method known as the finite difference method with absorbing boundaries. This note extends the...