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Article
Title:
Pricing Property Index Linked Swaps with Counterparty Default Risk
Authors:
Kanak Patel
(
U Cambridge
)
Ricardo Pereira
(
U Cambridge
)
Journal:
Journal Of Real Estate Finance And Economics
Year:
2008
Volume:
36
Pages:
5-21
JEL codes:
G13 - Contingent Pricing; Futures Pricing
R30 - General
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