A comparative analysis of housing prices in different cities using the Black-Scholes and Jump Diffusion models
Year of publication: |
2022
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Authors: | Oh, Sebeom ; Ku, Hyejin ; Jun, Doobae |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 1, p. 1-6
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Subject: | Expectation-maximization algorithm | Housing markets | Jump diffusion model | Price jumps | Immobilienpreis | Real estate price | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Wohnungsmarkt | Housing market |
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