Heterogeneous agents and the indifference pricing of property index linked swaps

• Main Authors: Pu, M., Fan, G.-Z., Ong, S.E.
• 其他作者: REAL ESTATE
• 格式: Article
• 出版: 2013
• 主題: Heterogeneous agents; Indifference pricing; Market clearing spreads; Reservation swap spreads; Total return swap
• 在線閱讀: http://scholarbank.nus.edu.sg/handle/10635/46151
• 機構: National University of Singapore

10.1007/s11146-010-9298-4