考虑宏观经济因素和随机基风险的预售合同定价

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical 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

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.