A stochastic approach to model housing markets: the US housing market case (Q1735709): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+A Theory of the Term Structure of Interest Rates
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Pricing Interest-Rate-Derivative Securities
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+Normal rank
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+Option pricing when underlying stock returns are discontinuous
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+An equilibrium characterization of the term structure
+Normal rank