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Commercial Loan Underwriting and Option Valuation. (1989). Webb, James R. ; Shilton, Leon G..
In: Journal of Real Estate Research.
RePEc:jre:issued:v:4:n:1:1989:p:1-12.

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Cited: 2

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Cites: 14

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Cocites: 50

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  1. Random Walks and the Cointegration of the ACLI and NCREIF. (2000). Shilton, Leon.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:28:y:2000:i:3:p:435-465.

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  2. Option-Based Prediction of Commercial Mortgage Defaults. (1994). Teall, John ; Shilton, Leon G..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:9:n:2:1994:p:219-236.

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References

References cited by this document

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  3. [11] Leon Shilton. Judging Investment Quality of Section 8 Housing. Real Estate Review 12 (Spring 1982), 53-59.
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Cocites

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  2. The Modigliani-Miller Theorems: A Cornerstone of Finance. (2005). Pagano, Marco.
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  3. A real options approach to tender offers and acquisitions processes. (2003). Dapena, Jose ; Fidalgo, Santiago.
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  4. The Valuation of Corporate Liabilities: Theory and Tests. (2002). Ericsson, Jan ; Reneby, Joel .
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  5. The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model. (2001). Niehaus, Frank.
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  7. Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information. (2001). Darsinos, Theofanis ; Satchell, Stephen.
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  8. Bayesian Analysis of the Black-Scholes Option Price. (2001). Darsinos, Theofanis ; Satchell, S..
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  10. Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices. (2000). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
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  11. Margin requirements, margin loans, and margin rates: practice and principles. (2000). Fortune, Peter .
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  12. The Expectations of Hong Kong Dollar Devaluation and Their Determinants. (2000). Rzepkowski, Bronka .
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  13. The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?. (1999). Wei, Shang-Jin ; Kim, Jungshik.
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  18. Semiparametric Pricing of Multivariate Contingent Claims. (1999). Rosenberg, Joshua.
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  19. Implied Volatility Functions: A Reprise. (1999). Rosenberg, Joshua.
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  20. Continuous Time Equilibrium Pricing of Nonredundant Assets. (1999). NAPP, Clotilde ; Jouini, Elyès.
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  21. The Valuation of American Barrier Options Using the Decomposition Technique. (1999). B. Gao J. Huang, .
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  22. Product mix and earnings volatility at commercial banks: evidence from a degree of leverage model. (1999). Roland, Karin P. ; Deyoung, Robert ; De Young, Robert.
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  23. Extracting market expectations from option prices: case studies in Japanese option markets. (1999). Shiratsuka, Shigenori ; Nakamura, Hisashi .
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