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Paper: eres2004_579
Paper title: The valuation of index-linked mortgages using a contingent claims approach: the explicite finite difference method for pricing wage-indexed mortgages
Authors: Erol, Isil; Kanak Patel
Summary: [abstract missing - contribution appeared in the programme]
Type:
Year of publication: 2004
Series: ERES:conference
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Citation: Erol, Isil; Kanak Patel (2004). The valuation of index-linked mortgages using a contingent claims approach: the explicite finite difference method for pricing wage-indexed mortgages. 11th European Real Estate Society Conference (2-5 June 2004) Milano, Italy, http://itc.scix.net/paper/eres2004_579
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