David van Bragt

Ortec Finance

Senior Consultant Insurance Risk Management

Max Euwelaan 78

Rotterdam, 3062 MA

Netherlands

http://www.ortec-finance.com

SCHOLARLY PAPERS

1

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238

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0

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0

Scholarly Papers (1)

Risk-Neutral Valuation of Real Estate Derivatives

ORTEC Technical Paper No. 2009-02
Number of pages: 32 Posted: 16 Jan 2010 Last Revised: 26 Oct 2010
David van Bragt, Marc Francke, Bodine Kramer and Antoon Pelsser
Ortec Finance, University of Amsterdam - Faculty of Economics and Business (FEB), University of Amsterdam and Maastricht University
Downloads 238 (139,004)

Abstract:

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Real estate derivatives, Option pricing, Incomplete markets, Price discovery, Autoregressive models, Seasonality, Stochastic volatility

Risk-Neutral Valuation of Real Estate Derivatives

Netspar Discussion Paper No. 10/2009-048, Ortec Finance Research Center Technical Paper No. 2009-02, https://doi.org/10.3905/jod.2015.23.1.089
Posted: 20 May 2019
David van Bragt, Marc Francke, Bert Kramer and Antoon Pelsser
Ortec Finance, University of Amsterdam - Faculty of Economics and Business (FEB), Ortec Finance and Maastricht University
Downloads 0 (176,762)

Abstract:

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Real Estate Derivatives, Option Pricing, Incomplete Markets, Price Discovery, Autoregressive Models, Seasonality, Stochastic Volatility