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FAN Gangzhi
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Heterogeneous agents and the indifference pricing of property index linked swaps
Journal article
Journal of Real Estate Finance and Economics,2012, volume: 44, issue: 4, pages: 543-569
Authors:
Pu, Ming
;
Fan, Gang-Zhi
;
Ong, Seow Eng
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Submit date：2025/03/14
Heterogeneous agents
Indifference pricing
Market clearing spreads
Reservation swap spreads
Total return swap
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