Optimal Valuation of Claims on Noisy Real Assets: Theory and an Application

• 1 September 2002
• journal article
• Published by Wiley in Real Estate Economics
• Vol. 30  (3) , 415-443
• https://doi.org/10.1111/1540-6229.00045

Abstract

Keywords

• CLAIMS
• DELAY
• MARKET
• THEORY
• OPTIMAL
• COMPETITIVE
• ARRIVAL
• REAL ASSETS
• TRUE