| 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 |
| Download paper: | |
| 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 |