Ming Pu

affiliation not provided to SSRN

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Scholarly Papers (1)

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Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps

Number of pages: 41 Posted: 31 Oct 2010
Ming Pu, Gang-Zhi Fan and Seow Eng Ong
affiliation not provided to SSRN, Konkuk University - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate
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Abstract:

Total Return Swap, Indifference Pricing, Reservation Swap Spread, Heterogeneous Beliefs, Market Clearing Spread