Arbitrage Free Price Bounds for Property Derivatives

Juerg Syz () and Paolo Vanini

The Journal of Real Estate Finance and Economics, 2011, vol. 43, issue 3, 298 pages

Keywords: Property derivatives; Property spread; Arbitrage free price bounds; Market frictions; Halifax House Price Index (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s11146-009-9225-8

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