A comparative analysis of housing prices in different cities using the Black-Scholes and Jump Diffusion models
Sebeom Oh, Hyejin Ku, Doobae Jun
| 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 | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Wohnungsmarkt | Housing market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102241 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013339274