Pricing of presale contracts with macroeconomic factors and stochastic basis risk
Year of publication: |
2020
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Authors: | Yang, Chih-Yuan ; Chen, Ming-Chi ; Chang, Chia-Chien |
Published in: |
Journal of real estate research : JRER ; a publication of the American Real Estate Society. - London [u.a.] : Taylor & Francis, ISSN 2691-1175, ZDB-ID 2037318-1. - Vol. 42.2020, 4, p. 531-551
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Subject: | basis price | macroeconomic factors | modified Brownian bridge process | Presale price | Theorie | Theory | Stochastischer Prozess | Stochastic process | Vertrag | Contract | CAPM | Risiko | Risk | Immobilienpreis | Real estate price |
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