考虑宏观经济因素和随机基风险的预售合同定价

IF 1.2 4区经济学 Q3 BUSINESS, FINANCE

Journal of Real Estate Research Pub Date : 2020-11-16 DOI:10.1080/08965803.2020.1846324

Chih‐Yuan Yang, Ming-chi Chen, Chia-Chien Chang

引用次数: 0

摘要

本文从远期定价的角度分析了预售房的随机基础风险（预售价格减去现房价格）。我们采用改进的布朗桥过程来设计。。。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Pricing of Presale Contracts with Macroeconomic Factors and Stochastic Basis Risk

This study analyzes the stochastic basis risk (presale price minus spot housing price) of presale housing from the viewpoint of forward pricing. We employ the modified Brownian bridge process to de...

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来源期刊

Journal of Real Estate Research Multiple-

CiteScore

1.40

自引率

12.50%

发文量

期刊介绍： The American Real Estate Society (ARES), founded in 1985, is an association of real estate thought leaders. Members are drawn from academia and the profession at large, both in the United States and internationally. The Society is dedicated to producing and disseminating knowledge related to real estate decision making and the functioning of real estate markets. The objectives of the American Real Estate Society are to encourage research and promote education in real estate, improve communication and exchange of information in real estate and allied matters among college/university faculty and practicing professionals, and facilitate the association of academic, practicing professional, and research persons in the area of real estate.