Heterogeneous agents and the indifference pricing of property index linked swaps

10.1007/s11146-010-9298-4

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Bibliographic Details
Main Authors:	Pu, M., Fan, G.-Z., Ong, S.E.
Other Authors:	REAL ESTATE
Format:	Article
Published:	2013
Subjects:	Heterogeneous agents Indifference pricing Market clearing spreads Reservation swap spreads Total return swap
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/46151
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-46151
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spelling	sg-nus-scholar.10635-461512023-10-29T20:13:22Z Heterogeneous agents and the indifference pricing of property index linked swaps Pu, M. Fan, G.-Z. Ong, S.E. REAL ESTATE Heterogeneous agents Indifference pricing Market clearing spreads Reservation swap spreads Total return swap 10.1007/s11146-010-9298-4 Journal of Real Estate Finance and Economics 44 4 543-569 2013-10-14T05:09:10Z 2013-10-14T05:09:10Z 2012 Article Pu, M., Fan, G.-Z., Ong, S.E. (2012). Heterogeneous agents and the indifference pricing of property index linked swaps. Journal of Real Estate Finance and Economics 44 (4) : 543-569. ScholarBank@NUS Repository. https://doi.org/10.1007/s11146-010-9298-4 08955638 http://scholarbank.nus.edu.sg/handle/10635/46151 000302407000006 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Heterogeneous agents Indifference pricing Market clearing spreads Reservation swap spreads Total return swap
spellingShingle	Heterogeneous agents Indifference pricing Market clearing spreads Reservation swap spreads Total return swap Pu, M. Fan, G.-Z. Ong, S.E. Heterogeneous agents and the indifference pricing of property index linked swaps
description	10.1007/s11146-010-9298-4
author2	REAL ESTATE
author_facet	REAL ESTATE Pu, M. Fan, G.-Z. Ong, S.E.
format	Article
author	Pu, M. Fan, G.-Z. Ong, S.E.
author_sort	Pu, M.
title	Heterogeneous agents and the indifference pricing of property index linked swaps
title_short	Heterogeneous agents and the indifference pricing of property index linked swaps
title_full	Heterogeneous agents and the indifference pricing of property index linked swaps
title_fullStr	Heterogeneous agents and the indifference pricing of property index linked swaps
title_full_unstemmed	Heterogeneous agents and the indifference pricing of property index linked swaps
title_sort	heterogeneous agents and the indifference pricing of property index linked swaps
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/46151
_version_	1781411428063772672

Heterogeneous agents and the indifference pricing of property index linked swaps

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