Implied volatility in the U.K. Commercial property market: Empirical evidence based on transaction data

Journal of Real Estate Finance and Economics

Volumn 20, Issue 1, 2000, Pages 5-24

  Patel, Kanak ^a   Sing, Tien Foo ^b  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Contingent claim valuation; Implied volatility; Information content

Indexed keywords

EID: 0034420969     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007824720502     Document Type: Article

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